+638.0%
XYZ vs CFG
+248.3%
+389.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.1% |
| 7D | +14.9% | +0.3% | +14.6% | +14.9% |
| 30D | +14.7% | +3.2% | +11.4% | +13.0% |
| 3M | +12.1% | -9.7% | +21.8% | +18.1% |
| 6M | +18.3% | +3.6% | +14.7% | +15.9% |
| YTD | +36.1% | +14.7% | +21.4% | +25.8% |
| 1Y | +35.3% | +29.6% | +5.7% | +17.5% |
| 3Y | +73.5% | +190.6% | -117.1% | +0.4% |
| 5Y | -61.6% | +67.1% | -128.7% | -71.1% |
| 10Y | +638.0% | +237.0% | +401.0% | +307.8% |
| All | +638.0% | +248.3% | +389.7% | +307.8% |
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