+567.7%
PBR vs CFG
+100.9%
+466.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | +2.5% | +2.7% | -0.2% | +1.9% |
| 30D | +19.4% | -3.7% | +23.1% | +20.2% |
| 3M | +20.8% | +9.5% | +11.3% | +17.9% |
| 6M | +23.5% | +22.2% | +1.2% | +17.3% |
| YTD | +83.4% | +22.3% | +61.1% | +73.6% |
| 1Y | +77.6% | +39.4% | +38.1% | +62.5% |
| 3Y | +99.9% | +188.5% | -88.6% | +49.1% |
| 5Y | +567.7% | +101.5% | +466.2% | +407.1% |
| All | +567.7% | +100.9% | +466.8% | +407.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling