+20.7%
XYZ vs CFG
+34.2%
-13.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.4% | +12.9% | +14.2% |
| 7D | +16.5% | +1.8% | +14.7% | +15.7% |
| 30D | +15.0% | +3.3% | +11.7% | +13.5% |
| 3M | +3.5% | -9.8% | +13.4% | +7.4% |
| 6M | +21.9% | +5.2% | +16.7% | +19.1% |
| YTD | +34.6% | +16.1% | +18.5% | +22.0% |
| 1Y | +20.7% | +33.7% | -12.9% | -2.4% |
| All | +20.7% | +34.2% | -13.5% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling