-24.7%
U vs CFG
+201.1%
-225.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.0% |
| 7D | +36.6% | -0.9% | +37.5% | +36.8% |
| 30D | +13.3% | +1.1% | +12.2% | +12.5% |
| 3M | +26.2% | -12.0% | +38.2% | +34.2% |
| 6M | +88.7% | -2.2% | +91.0% | +89.1% |
| YTD | +16.6% | +11.4% | +5.2% | +8.9% |
| 1Y | +29.0% | +27.8% | +1.1% | +12.2% |
| 3Y | +99.5% | +173.3% | -73.8% | +23.1% |
| 5Y | -66.1% | +62.4% | -128.6% | -76.1% |
| All | -24.7% | +201.1% | -225.7% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling