+181.5%
TER vs CFG
+187.2%
-5.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -8.9% | +0.7% | -9.6% | -9.0% |
| 30D | -39.1% | +2.8% | -41.8% | -40.0% |
| 3M | -32.8% | -10.1% | -22.7% | -28.0% |
| 6M | -31.7% | +3.2% | -34.9% | -33.7% |
| YTD | +26.9% | +14.2% | +12.7% | +17.1% |
| 1Y | +33.6% | +27.4% | +6.2% | +15.7% |
| 3Y | +181.5% | +187.6% | -6.1% | +57.7% |
| All | +181.5% | +187.2% | -5.7% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling