+1,488.9%
MSCI vs CFG
+351.2%
+1,137.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.7% |
| 7D | +6.0% | -2.2% | +8.2% | +6.8% |
| 30D | +18.2% | +0.4% | +17.8% | +18.1% |
| 3M | +15.1% | -12.6% | +27.7% | +19.9% |
| 6M | +13.7% | +0.6% | +13.1% | +13.0% |
| YTD | +15.6% | +12.4% | +3.2% | +10.4% |
| 1Y | +16.3% | +27.7% | -11.4% | +6.6% |
| 3Y | +36.9% | +172.4% | -135.5% | -4.3% |
| 5Y | +6.3% | +64.0% | -57.6% | -14.3% |
| 10Y | +823.0% | +252.8% | +570.1% | +393.6% |
| All | +1,488.9% | +351.2% | +1,137.7% | +683.3% |
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