+72.2%
V vs CFG
+101.4%
-29.2%
-24.1%
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% | -1.0% |
| 7D | -1.7% | +1.5% | -3.2% | -2.1% |
| 30D | +2.0% | -3.8% | +5.8% | +3.0% |
| 3M | +17.4% | +11.5% | +5.9% | +13.7% |
| 6M | +17.5% | +19.2% | -1.7% | +11.5% |
| YTD | +7.6% | +23.7% | -16.1% | +0.9% |
| 1Y | +7.7% | +38.8% | -31.1% | -2.4% |
| 3Y | +54.7% | +178.9% | -124.2% | +12.3% |
| All | +72.2% | +101.4% | -29.2% | +39.8% |
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 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