+758.3%
V vs CFG
+351.2%
+407.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.7% |
| 30D | +14.0% | +0.4% | +13.6% | +13.9% |
| 3M | +14.9% | -12.6% | +27.5% | +19.7% |
| 6M | +31.7% | +0.6% | +31.1% | +31.0% |
| YTD | +21.2% | +12.4% | +8.8% | +16.0% |
| 1Y | +25.3% | +27.7% | -2.4% | +15.0% |
| 3Y | +77.5% | +172.4% | -94.9% | +24.0% |
| 5Y | +102.6% | +64.0% | +38.6% | +63.0% |
| 10Y | +464.3% | +252.8% | +211.5% | +207.1% |
| All | +758.3% | +351.2% | +407.1% | +329.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling