+50.3%
O vs CFG
+313.6%
-263.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -0.6% | +2.7% | -3.2% | -1.3% |
| 30D | -2.0% | -3.7% | +1.7% | -1.0% |
| 3M | +3.0% | +9.5% | -6.5% | +0.2% |
| 6M | -3.6% | +22.2% | -25.9% | -9.3% |
| YTD | +12.1% | +22.3% | -10.3% | +5.0% |
| 1Y | +8.9% | +39.4% | -30.6% | -2.1% |
| 3Y | +30.3% | +188.5% | -158.2% | -9.7% |
| 5Y | +13.7% | +101.5% | -87.8% | -15.1% |
| 10Y | +50.3% | +308.6% | -258.4% | -14.8% |
| All | +50.3% | +313.6% | -263.3% | -14.8% |
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 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