+77.3%
MTUM vs CFG
+96.1%
-18.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +1.2% | -1.7% | +2.9% | +1.8% |
| 30D | -1.7% | -4.6% | +2.9% | -0.3% |
| 3M | -0.5% | +7.9% | -8.4% | -3.0% |
| 6M | +22.3% | +19.9% | +2.5% | +15.4% |
| YTD | +21.4% | +21.7% | -0.3% | +13.7% |
| 1Y | +20.0% | +38.4% | -18.4% | +7.9% |
| 3Y | +113.0% | +187.0% | -74.1% | +52.5% |
| 5Y | +77.3% | +99.5% | -22.2% | +39.7% |
| All | +77.3% | +96.1% | -18.8% | +39.7% |
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 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