+75.4%
SPY vs CFG
+183.3%
-107.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.0% | -1.7% | -0.3% | -1.5% |
| 30D | -1.7% | -4.6% | +3.0% | -0.4% |
| 3M | +4.7% | +7.9% | -3.1% | +2.3% |
| 6M | +12.5% | +19.9% | -7.4% | +6.4% |
| YTD | +11.7% | +21.7% | -10.0% | +4.9% |
| 1Y | +17.5% | +38.4% | -21.0% | +6.0% |
| All | +75.4% | +183.3% | -107.9% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling