+719.8%
NDAQ vs CFG
+396.4%
+323.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -2.4% | +1.5% | -4.0% | -2.9% |
| 30D | +2.5% | -3.8% | +6.3% | +3.5% |
| 3M | +9.9% | +11.5% | -1.6% | +6.7% |
| 6M | +9.4% | +19.2% | -9.8% | +4.0% |
| YTD | +0.4% | +23.7% | -23.3% | -5.6% |
| 1Y | +4.0% | +38.8% | -34.8% | -5.4% |
| 3Y | +94.4% | +178.9% | -84.5% | +44.3% |
| 5Y | +56.7% | +101.8% | -45.1% | +23.4% |
| 10Y | +375.3% | +317.3% | +58.0% | +176.4% |
| All | +719.8% | +396.4% | +323.4% | +355.3% |
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