+145.1%
NI vs CFG
+308.1%
-163.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | -0.3% | -4.5% | +4.3% | +0.6% |
| 3M | -9.5% | +6.3% | -15.8% | -10.6% |
| 6M | -10.2% | +20.6% | -30.8% | -13.6% |
| YTD | +1.8% | +21.2% | -19.5% | -2.4% |
| 1Y | +5.7% | +38.2% | -32.5% | -1.4% |
| 3Y | +69.6% | +185.9% | -116.3% | +34.5% |
| 5Y | +95.8% | +97.0% | -1.2% | +63.3% |
| 10Y | +145.1% | +306.8% | -161.7% | +77.2% |
| All | +145.1% | +308.1% | -163.0% | +77.2% |
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