+311.5%
SPY vs CFG
+313.6%
-2.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +0.5% | +2.7% | -2.1% | -0.3% |
| 30D | -0.9% | -3.7% | +2.7% | +0.1% |
| 3M | +3.9% | +9.5% | -5.6% | +0.9% |
| 6M | +14.5% | +22.2% | -7.7% | +7.4% |
| YTD | +12.9% | +22.3% | -9.4% | +5.6% |
| 1Y | +19.4% | +39.4% | -20.1% | +7.0% |
| 3Y | +78.5% | +188.5% | -110.0% | +25.6% |
| 5Y | +81.8% | +101.5% | -19.8% | +39.3% |
| 10Y | +311.5% | +308.6% | +2.9% | +138.5% |
| All | +311.5% | +313.6% | -2.1% | +138.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling