+475.8%
NDAQ vs CFG
+230.2%
+245.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +2.9% | +0.7% | +2.2% | +2.7% |
| 30D | +17.5% | +2.8% | +14.7% | +16.6% |
| 3M | +15.4% | -10.1% | +25.5% | +18.7% |
| 6M | +24.6% | +3.2% | +21.4% | +23.3% |
| YTD | +14.4% | +14.2% | +0.2% | +9.8% |
| 1Y | +26.9% | +27.4% | -0.5% | +18.2% |
| 3Y | +119.8% | +187.6% | -67.8% | +62.6% |
| 5Y | +70.5% | +65.7% | +4.8% | +41.7% |
| 10Y | +475.8% | +219.7% | +256.1% | +298.5% |
| All | +475.8% | +230.2% | +245.6% | +298.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling