+566.1%
XYZ vs CFG
+214.3%
+351.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | -2.1% | +1.6% | -3.7% | -2.9% |
| 30D | +7.0% | +3.3% | +3.7% | +5.5% |
| 3M | +5.1% | -11.5% | +16.6% | +12.0% |
| 6M | +14.1% | +6.2% | +7.8% | +10.3% |
| YTD | +26.4% | +14.3% | +12.1% | +17.1% |
| 1Y | +25.1% | +26.7% | -1.7% | +9.8% |
| 3Y | +59.7% | +187.8% | -128.0% | -7.3% |
| 5Y | -63.8% | +61.3% | -125.1% | -72.4% |
| All | +566.1% | +214.3% | +351.8% | +255.7% |
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