+4.9%
MSCI vs CFG
+68.3%
-63.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | +14.4% | +3.2% | +11.2% | +13.3% |
| 3M | +15.2% | -9.7% | +24.9% | +18.9% |
| 6M | +11.2% | +3.6% | +7.6% | +9.5% |
| YTD | +13.9% | +14.7% | -0.8% | +7.8% |
| 1Y | +12.5% | +29.6% | -17.1% | +2.0% |
| 3Y | +32.3% | +190.6% | -158.3% | -13.4% |
| 5Y | +4.9% | +67.1% | -62.2% | -14.8% |
| All | +4.9% | +68.3% | -63.5% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling