+54.1%
T vs CFG
+248.3%
-194.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | +0.1% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -1.7% | +3.2% | -4.9% | -2.5% |
| 3M | -7.3% | -9.7% | +2.4% | -5.2% |
| 6M | -11.2% | +3.6% | -14.8% | -12.2% |
| YTD | -8.1% | +14.7% | -22.7% | -11.7% |
| 1Y | -8.0% | +29.6% | -37.6% | -14.4% |
| 3Y | +62.1% | +190.6% | -128.4% | +18.6% |
| 5Y | +55.7% | +67.1% | -11.4% | +28.6% |
| 10Y | +54.1% | +237.0% | -182.9% | +15.0% |
| All | +54.1% | +248.3% | -194.1% | +15.0% |
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