+410.5%
TPR vs CFG
+351.2%
+59.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.2% | +8.9% |
| 7D | +13.9% | -2.2% | +16.0% | +15.2% |
| 30D | +14.9% | +0.4% | +14.5% | +14.5% |
| 3M | -15.4% | -12.6% | -2.8% | -8.8% |
| 6M | -4.5% | +0.6% | -5.1% | -5.4% |
| YTD | +6.0% | +12.4% | -6.5% | -1.8% |
| 1Y | +24.3% | +27.7% | -3.4% | +6.8% |
| 3Y | +412.8% | +172.4% | +240.5% | +171.7% |
| 5Y | +258.4% | +64.0% | +194.5% | +149.9% |
| 10Y | +396.8% | +252.8% | +144.0% | +112.6% |
| All | +410.5% | +351.2% | +59.4% | +103.7% |
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 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