+1,001.8%
TER vs CFG
+248.3%
+753.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.9% | +9.8% | +11.4% |
| 7D | -5.8% | +0.3% | -6.0% | -5.7% |
| 30D | -38.9% | +3.2% | -42.1% | -39.7% |
| 3M | -35.1% | -9.7% | -25.4% | -32.0% |
| 6M | -31.6% | +3.6% | -35.2% | -32.9% |
| YTD | +27.2% | +14.7% | +12.6% | +20.2% |
| 1Y | +35.2% | +29.6% | +5.6% | +21.1% |
| 3Y | +192.8% | +190.6% | +2.2% | +83.8% |
| 5Y | +72.4% | +67.1% | +5.3% | +33.1% |
| 10Y | +1,001.8% | +237.0% | +764.8% | +596.3% |
| All | +1,001.8% | +248.3% | +753.6% | +596.3% |
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