+164.4%
O vs CFG
+347.0%
-182.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.5% |
| 7D | +3.7% | -0.9% | +4.6% | +3.9% |
| 30D | +11.2% | +1.1% | +10.1% | +10.9% |
| 3M | -4.0% | -12.0% | +8.0% | -0.9% |
| 6M | -5.2% | -2.2% | -3.0% | -4.9% |
| YTD | +9.5% | +11.4% | -1.9% | +5.8% |
| 1Y | +10.6% | +27.8% | -17.2% | +3.1% |
| 3Y | +38.1% | +173.3% | -135.2% | +1.7% |
| 5Y | +10.2% | +62.4% | -52.2% | -9.0% |
| 10Y | +71.4% | +249.6% | -178.2% | +4.6% |
| All | +164.4% | +347.0% | -182.6% | +65.9% |
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