+210.1%
W vs CFG
+216.2%
-6.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | +0.2% | +3.2% | -3.0% | -1.7% |
| 30D | +6.8% | +5.1% | +1.7% | +3.9% |
| 3M | +10.7% | -11.2% | +21.9% | +19.0% |
| 6M | +86.3% | +9.6% | +76.8% | +77.2% |
| YTD | +11.5% | +15.0% | -3.5% | +2.9% |
| 1Y | +5.1% | +29.9% | -24.8% | -10.0% |
| 3Y | +171.0% | +192.1% | -21.1% | +52.2% |
| 5Y | -56.6% | +62.3% | -118.9% | -67.0% |
| All | +210.1% | +216.2% | -6.1% | +56.6% |
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 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