+668.5%
PBR vs CFG
+311.8%
+356.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +4.2% | -1.7% | +5.9% | +5.1% |
| 30D | +22.7% | -4.6% | +27.3% | +25.2% |
| 3M | +21.5% | +7.9% | +13.6% | +16.2% |
| 6M | +24.0% | +19.9% | +4.1% | +12.0% |
| YTD | +88.2% | +21.7% | +66.5% | +67.6% |
| 1Y | +74.8% | +38.4% | +36.4% | +45.1% |
| 3Y | +105.1% | +187.0% | -81.9% | +8.7% |
| 5Y | +572.2% | +99.5% | +472.7% | +304.5% |
| All | +668.5% | +311.8% | +356.7% | +197.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling