+117.4%
PM vs CFG
+101.4%
+16.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -4.9% | +1.5% | -6.4% | -5.1% |
| 30D | -3.4% | -3.8% | +0.4% | -2.9% |
| 3M | +5.2% | +11.5% | -6.3% | +3.6% |
| 6M | +3.7% | +19.2% | -15.5% | +1.1% |
| YTD | +15.8% | +23.7% | -7.9% | +12.1% |
| 1Y | +17.4% | +38.8% | -21.5% | +11.6% |
| 3Y | +116.9% | +178.9% | -62.0% | +76.9% |
| All | +117.4% | +101.4% | +16.0% | +82.2% |
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