+89.2%
TER vs CFG
+66.4%
+22.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +7.8% |
| 7D | +5.9% | -0.8% | +6.7% | +6.8% |
| 30D | -30.8% | +3.1% | -33.9% | -31.8% |
| 3M | -29.9% | -9.7% | -20.2% | -25.8% |
| 6M | -27.5% | +6.7% | -34.2% | -30.4% |
| YTD | +37.5% | +15.2% | +22.3% | +27.6% |
| 1Y | +50.3% | +28.8% | +21.5% | +31.4% |
| 3Y | +204.9% | +190.1% | +14.8% | +72.4% |
| 5Y | +89.2% | +63.4% | +25.8% | +47.7% |
| All | +89.2% | +66.4% | +22.7% | +47.7% |
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 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