+376.0%
NDAQ vs CFG
+313.6%
+62.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -2.6% | +2.7% | -5.2% | -3.3% |
| 30D | +0.5% | -3.7% | +4.2% | +1.4% |
| 3M | +9.9% | +9.5% | +0.4% | +7.2% |
| 6M | +8.2% | +22.2% | -14.0% | +2.2% |
| YTD | -1.5% | +22.3% | -23.8% | -7.1% |
| 1Y | +1.3% | +39.4% | -38.1% | -8.0% |
| 3Y | +92.6% | +188.5% | -95.9% | +42.1% |
| 5Y | +53.8% | +101.5% | -47.7% | +21.4% |
| 10Y | +376.0% | +308.6% | +67.3% | +196.4% |
| All | +376.0% | +313.6% | +62.3% | +196.4% |
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