+54.6%
TER vs CFG
+61.2%
-6.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.1% |
| 7D | -20.5% | -0.9% | -19.6% | -20.0% |
| 30D | -47.0% | +1.1% | -48.1% | -47.3% |
| 3M | -43.3% | -12.0% | -31.3% | -39.1% |
| 6M | -42.9% | -2.2% | -40.7% | -42.5% |
| YTD | +12.9% | +11.4% | +1.5% | +6.6% |
| 1Y | +18.2% | +27.8% | -9.7% | +3.7% |
| 3Y | +151.8% | +173.3% | -21.5% | +46.8% |
| All | +54.6% | +61.2% | -6.6% | +21.4% |
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 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