+405.3%
TPR vs CFG
+347.0%
+58.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | +14.2% | -0.9% | +15.1% | +14.7% |
| 30D | +17.1% | +1.1% | +16.0% | +16.2% |
| 3M | -17.7% | -12.0% | -5.7% | -11.7% |
| 6M | -10.2% | -2.2% | -7.9% | -9.5% |
| YTD | +4.9% | +11.4% | -6.5% | -2.3% |
| 1Y | +36.1% | +27.8% | +8.3% | +16.8% |
| 3Y | +416.5% | +173.3% | +243.2% | +173.0% |
| 5Y | +254.8% | +62.4% | +192.4% | +148.7% |
| 10Y | +391.7% | +249.6% | +142.2% | +111.6% |
| All | +405.3% | +347.0% | +58.3% | +102.8% |
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