+444.2%
V vs CFG
+248.3%
+196.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -1.0% |
| 7D | -0.8% | +0.3% | -1.0% | -0.9% |
| 30D | +9.5% | +3.2% | +6.3% | +8.5% |
| 3M | +16.7% | -9.7% | +26.4% | +20.3% |
| 6M | +32.9% | +3.6% | +29.3% | +31.0% |
| YTD | +21.1% | +14.7% | +6.4% | +15.2% |
| 1Y | +26.6% | +29.6% | -2.9% | +15.8% |
| 3Y | +78.4% | +190.6% | -112.2% | +22.6% |
| 5Y | +105.5% | +67.1% | +38.4% | +65.0% |
| 10Y | +444.2% | +237.0% | +207.2% | +277.0% |
| All | +444.2% | +248.3% | +196.0% | +277.0% |
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