+50.3%
TER vs CFG
+28.5%
+21.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +7.5% |
| 7D | +5.9% | -0.8% | +6.7% | +7.2% |
| 30D | -30.8% | +3.1% | -33.9% | -32.3% |
| 3M | -29.9% | -9.7% | -20.2% | -23.1% |
| 6M | -27.5% | +6.7% | -34.2% | -34.4% |
| YTD | +37.5% | +15.2% | +22.3% | +17.4% |
| 1Y | +50.3% | +28.8% | +21.5% | +19.2% |
| All | +50.3% | +28.5% | +21.7% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling