+43.7%
RF vs CFG
+61.9%
-18.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | +0.4% |
| 7D | -1.6% | -2.2% | +0.5% | +0.1% |
| 30D | +5.0% | +0.4% | +4.6% | +4.7% |
| 3M | -10.0% | -12.6% | +2.6% | +0.1% |
| 6M | +3.3% | +0.6% | +2.7% | +2.5% |
| YTD | +7.9% | +12.4% | -4.5% | -2.1% |
| 1Y | +21.2% | +27.7% | -6.4% | -0.7% |
| 3Y | +105.8% | +172.4% | -66.6% | -9.5% |
| 5Y | +43.7% | +64.0% | -20.2% | -2.9% |
| All | +43.7% | +61.9% | -18.1% | -2.9% |
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 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