+89.3%
T vs CFG
+347.0%
-257.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | -10.6% | +1.1% | -11.7% | -10.8% |
| 3M | -7.7% | -12.0% | +4.3% | -5.2% |
| 6M | -13.3% | -2.2% | -11.1% | -13.1% |
| YTD | -8.8% | +11.4% | -20.2% | -11.7% |
| 1Y | -8.4% | +27.8% | -36.2% | -14.2% |
| 3Y | +59.6% | +173.3% | -113.7% | +20.8% |
| 5Y | +52.1% | +62.4% | -10.4% | +27.8% |
| 10Y | +56.9% | +249.6% | -192.7% | +4.0% |
| All | +89.3% | +347.0% | -257.8% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling