+67.7%
T vs CFG
+101.4%
-33.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -1.3% | +1.5% | -2.8% | -1.5% |
| 30D | +11.4% | -3.8% | +15.2% | +12.0% |
| 3M | +14.3% | +11.5% | +2.8% | +12.2% |
| 6M | -9.3% | +19.2% | -28.5% | -12.0% |
| YTD | +7.1% | +23.7% | -16.6% | +2.9% |
| 1Y | -9.1% | +38.8% | -47.9% | -14.6% |
| 3Y | +105.3% | +178.9% | -73.6% | +62.1% |
| All | +67.7% | +101.4% | -33.7% | +36.9% |
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