+13.7%
MSCI vs CFG
+1.5%
+12.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.0% |
| 7D | +6.0% | -2.2% | +8.2% | +6.5% |
| 30D | +18.2% | +0.4% | +17.8% | +18.1% |
| 3M | +15.1% | -12.6% | +27.7% | +15.9% |
| 6M | +13.7% | +0.6% | +13.1% | +15.7% |
| All | +13.7% | +1.5% | +12.2% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling