-69.4%
U vs CFG
+101.4%
-170.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -3.8% | +1.5% | -5.3% | -4.9% |
| 30D | +17.5% | -3.8% | +21.3% | +20.6% |
| 3M | +38.7% | +11.5% | +27.2% | +26.9% |
| 6M | +104.4% | +19.2% | +85.2% | +76.1% |
| YTD | -5.7% | +23.7% | -29.4% | -21.1% |
| 1Y | +3.7% | +38.8% | -35.2% | -20.7% |
| 3Y | +12.3% | +178.9% | -166.6% | -51.2% |
| All | -69.4% | +101.4% | -170.8% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling