+169.9%
W vs CFG
+189.7%
-19.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.8% |
| 7D | -1.7% | +1.6% | -3.3% | -3.1% |
| 30D | +3.2% | +3.3% | 0.0% | +0.5% |
| 3M | +8.3% | -11.5% | +19.8% | +21.9% |
| 6M | +84.3% | +6.2% | +78.1% | +73.6% |
| YTD | +11.0% | +14.3% | -3.2% | -3.6% |
| 1Y | -0.2% | +26.7% | -27.0% | -22.3% |
| All | +169.9% | +189.7% | -19.8% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling