+356.2%
TPR vs CFG
+216.2%
+140.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -0.3% | +3.2% | -3.5% | -2.2% |
| 30D | +15.1% | +5.1% | +10.0% | +11.5% |
| 3M | +3.5% | -11.2% | +14.8% | +10.9% |
| 6M | +0.4% | +9.6% | -9.1% | -5.7% |
| YTD | +4.6% | +15.0% | -10.4% | -4.7% |
| 1Y | +33.1% | +29.9% | +3.2% | +12.3% |
| 3Y | +396.0% | +192.1% | +203.9% | +144.7% |
| 5Y | +230.3% | +62.3% | +168.0% | +128.1% |
| All | +356.2% | +216.2% | +140.0% | +118.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling