+198.3%
W vs CFG
+322.1%
-123.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | +6.4% | +2.8% | +3.6% | +5.1% |
| 3M | +9.0% | -10.1% | +19.1% | +15.8% |
| 6M | +69.8% | +3.2% | +66.6% | +67.7% |
| YTD | +12.1% | +14.2% | -2.1% | +4.4% |
| 1Y | 0.0% | +27.4% | -27.4% | -12.5% |
| 3Y | +160.3% | +187.6% | -27.2% | +53.0% |
| 5Y | -53.3% | +65.7% | -119.0% | -64.0% |
| 10Y | +217.0% | +219.7% | -2.7% | +62.8% |
| All | +198.3% | +322.1% | -123.8% | +29.1% |
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