+666.7%
MS vs CFG
+365.8%
+300.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.9% | +2.8% |
| 7D | +2.6% | +1.8% | +0.9% | +1.6% |
| 30D | +2.6% | +3.3% | -0.7% | +0.6% |
| 3M | -10.1% | -9.8% | -0.2% | -4.2% |
| 6M | +4.4% | +5.2% | -0.8% | +0.5% |
| YTD | +11.7% | +16.1% | -4.4% | +1.1% |
| 1Y | +20.9% | +33.7% | -12.7% | +0.1% |
| 3Y | +177.1% | +181.2% | -4.1% | +41.3% |
| 5Y | +127.7% | +69.1% | +58.6% | +52.6% |
| 10Y | +684.1% | +264.3% | +419.8% | +173.9% |
| All | +666.7% | +365.8% | +300.9% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling