+171.7%
O vs CFG
+396.4%
-224.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | +1.5% | -2.3% | -1.1% |
| 30D | -1.9% | -3.8% | +1.9% | -1.0% |
| 3M | +3.8% | +11.5% | -7.6% | +0.9% |
| 6M | -4.7% | +19.2% | -23.9% | -9.2% |
| YTD | +12.5% | +23.7% | -11.2% | +5.9% |
| 1Y | +10.8% | +38.8% | -28.0% | +1.0% |
| 3Y | +28.8% | +178.9% | -150.1% | -5.7% |
| 5Y | +13.2% | +101.8% | -88.6% | -12.1% |
| 10Y | +53.5% | +317.3% | -263.8% | -8.3% |
| All | +171.7% | +396.4% | -224.7% | +66.1% |
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