+16.8%
MSCI vs CFG
+28.3%
-11.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +3.0% | +3.2% | -0.2% | +2.5% |
| 30D | +17.8% | +5.1% | +12.7% | +17.1% |
| 3M | +15.2% | -11.2% | +26.4% | +16.2% |
| 6M | +16.5% | +9.6% | +6.9% | +15.4% |
| YTD | +16.4% | +15.0% | +1.4% | +13.3% |
| 1Y | +16.8% | +29.9% | -13.1% | +11.3% |
| All | +16.8% | +28.3% | -11.5% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling