+18.4%
U vs CFG
+34.2%
-15.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +3.7% |
| 7D | +7.5% | +1.8% | +5.7% | +6.6% |
| 30D | -7.0% | +3.3% | -10.3% | -8.5% |
| 3M | +20.6% | -9.8% | +30.4% | +26.4% |
| 6M | +53.2% | +5.2% | +48.0% | +46.4% |
| YTD | -3.9% | +16.1% | -20.0% | -14.2% |
| 1Y | +18.4% | +33.7% | -15.3% | -13.8% |
| All | +18.4% | +34.2% | -15.9% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling