+307.3%
SPY vs CFG
+248.3%
+59.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +1.5% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -3.3% | +3.2% | -6.5% | -4.2% |
| 3M | -2.4% | -9.7% | +7.3% | +0.5% |
| 6M | +2.6% | +3.6% | -1.1% | +1.1% |
| YTD | +11.2% | +14.7% | -3.4% | +6.0% |
| 1Y | +13.4% | +29.6% | -16.2% | +4.0% |
| 3Y | +79.9% | +190.6% | -110.7% | +26.6% |
| 5Y | +72.2% | +67.1% | +5.1% | +39.7% |
| 10Y | +307.3% | +237.0% | +70.3% | +165.8% |
| All | +307.3% | +248.3% | +59.1% | +165.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling