+202.8%
TER vs CFG
+101.4%
+101.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | +1.5% | -0.9% | -0.2% |
| 30D | -8.3% | -3.8% | -4.4% | -6.1% |
| 3M | -12.2% | +11.5% | -23.7% | -17.6% |
| 6M | +17.1% | +19.2% | -2.1% | +6.6% |
| YTD | +84.7% | +23.7% | +61.0% | +65.4% |
| 1Y | +199.9% | +38.8% | +161.1% | +152.4% |
| 3Y | +232.8% | +178.9% | +53.9% | +94.4% |
| All | +202.8% | +101.4% | +101.5% | +115.5% |
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