+240.4%
TPR vs CFG
+101.4%
+139.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | +1.5% | -3.8% | -3.2% |
| 30D | -23.0% | -3.8% | -19.1% | -21.4% |
| 3M | -12.5% | +11.5% | -24.0% | -17.9% |
| 6M | -21.4% | +19.2% | -40.6% | -28.9% |
| YTD | -3.5% | +23.7% | -27.2% | -14.7% |
| 1Y | +17.4% | +38.8% | -21.5% | -3.0% |
| 3Y | +291.3% | +178.9% | +112.3% | +111.4% |
| All | +240.4% | +101.4% | +139.0% | +123.3% |
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