+1,841.0%
TER vs CFG
+396.4%
+1,444.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | +1.5% | -0.9% | -0.1% |
| 30D | -8.3% | -3.8% | -4.4% | -6.5% |
| 3M | -12.2% | +11.5% | -23.7% | -16.7% |
| 6M | +17.1% | +19.2% | -2.1% | +8.5% |
| YTD | +84.7% | +23.7% | +61.0% | +68.7% |
| 1Y | +199.9% | +38.8% | +161.1% | +159.8% |
| 3Y | +232.8% | +178.9% | +53.9% | +110.1% |
| 5Y | +198.6% | +101.8% | +96.8% | +111.4% |
| 10Y | +1,669.7% | +317.3% | +1,352.5% | +709.7% |
| All | +1,841.0% | +396.4% | +1,444.7% | +698.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling