+193.4%
NI vs CFG
+216.2%
-22.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +4.3% | +3.2% | +1.1% | +3.7% |
| 30D | +12.4% | +5.1% | +7.2% | +11.3% |
| 3M | +10.2% | -11.2% | +21.4% | +12.7% |
| 6M | -0.8% | +9.6% | -10.4% | -2.7% |
| YTD | +13.2% | +15.0% | -1.7% | +9.6% |
| 1Y | +10.1% | +29.9% | -19.8% | +3.9% |
| 3Y | +103.1% | +192.1% | -89.0% | +59.7% |
| 5Y | +115.5% | +62.3% | +53.2% | +86.6% |
| All | +193.4% | +216.2% | -22.8% | +112.5% |
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