+760.7%
V vs CFG
+358.2%
+402.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | +9.9% | +2.8% | +7.2% | +9.0% |
| 3M | +17.5% | -10.1% | +27.6% | +21.4% |
| 6M | +33.5% | +3.2% | +30.3% | +31.7% |
| YTD | +21.6% | +14.2% | +7.4% | +15.7% |
| 1Y | +27.6% | +27.4% | +0.2% | +17.1% |
| 3Y | +76.4% | +187.6% | -111.2% | +21.1% |
| 5Y | +103.8% | +65.7% | +38.1% | +63.4% |
| 10Y | +455.5% | +219.7% | +235.8% | +213.3% |
| All | +760.7% | +358.2% | +402.5% | +328.6% |
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