+1,288.1%
MSCI vs CFG
+396.4%
+891.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.4% | +1.5% | -1.1% | -0.1% |
| 30D | +0.6% | -3.8% | +4.4% | +1.7% |
| 3M | -7.1% | +11.5% | -18.6% | -10.4% |
| 6M | +0.8% | +19.2% | -18.4% | -5.1% |
| YTD | +1.0% | +23.7% | -22.7% | -6.4% |
| 1Y | +4.3% | +38.8% | -34.5% | -7.1% |
| 3Y | +9.9% | +178.9% | -169.0% | -23.9% |
| 5Y | -6.8% | +101.8% | -108.5% | -29.8% |
| 10Y | +614.7% | +317.3% | +297.4% | +261.1% |
| All | +1,288.1% | +396.4% | +891.7% | +564.3% |
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 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