+302.1%
PBR vs CFG
+358.2%
-56.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -13.3% | +0.7% | -14.0% | -13.7% |
| 30D | -27.7% | +2.8% | -30.5% | -29.0% |
| 3M | +2.7% | -10.1% | +12.7% | +7.6% |
| 6M | -6.7% | +3.2% | -9.9% | -9.7% |
| YTD | +60.9% | +14.2% | +46.8% | +46.1% |
| 1Y | +46.6% | +27.4% | +19.2% | +25.2% |
| 3Y | +69.1% | +187.6% | -118.5% | -14.3% |
| 5Y | +469.6% | +65.7% | +403.9% | +269.0% |
| 10Y | +523.4% | +219.7% | +303.7% | +116.0% |
| All | +302.1% | +358.2% | -56.1% | +11.4% |
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