+364.8%
TPR vs CFG
+396.4%
-31.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.3% |
| 3M | -12.5% | +11.5% | -24.0% | -18.2% |
| 6M | -21.4% | +19.2% | -40.6% | -29.3% |
| YTD | -3.5% | +23.7% | -27.2% | -15.3% |
| 1Y | +17.4% | +38.8% | -21.5% | -4.1% |
| 3Y | +291.3% | +178.9% | +112.3% | +103.9% |
| 5Y | +241.9% | +101.8% | +140.1% | +110.6% |
| 10Y | +322.7% | +317.3% | +5.4% | +66.4% |
| All | +364.8% | +396.4% | -31.6% | +75.8% |
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