+3.8%
MSCI vs CFG
+61.2%
-57.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.0% |
| 7D | +2.8% | -0.9% | +3.7% | +3.2% |
| 30D | +15.4% | +1.1% | +14.3% | +15.1% |
| 3M | +13.4% | -12.0% | +25.4% | +18.0% |
| 6M | +10.9% | -2.2% | +13.1% | +11.2% |
| YTD | +13.0% | +11.4% | +1.6% | +7.9% |
| 1Y | +12.0% | +27.8% | -15.8% | +2.0% |
| 3Y | +34.1% | +173.3% | -139.2% | -10.3% |
| All | +3.8% | +61.2% | -57.4% | -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