+329.1%
NI vs CFG
+360.2%
-31.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.9% | +1.5% |
| 7D | +0.4% | +0.3% | +0.2% | +0.4% |
| 30D | +11.3% | +3.2% | +8.1% | +10.7% |
| 3M | +6.5% | -9.7% | +16.2% | +8.4% |
| 6M | -2.3% | +3.6% | -5.9% | -3.1% |
| YTD | +10.8% | +14.7% | -3.9% | +7.6% |
| 1Y | +6.2% | +29.6% | -23.3% | +0.8% |
| 3Y | +98.7% | +190.6% | -91.9% | +59.8% |
| 5Y | +111.3% | +67.1% | +44.3% | +84.1% |
| 10Y | +178.1% | +237.0% | -58.9% | +97.7% |
| All | +329.1% | +360.2% | -31.1% | +190.8% |
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