+69.7%
XYZ vs CFG
+171.1%
-101.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -2.1% |
| 7D | +9.2% | -2.2% | +11.4% | +10.9% |
| 30D | +9.8% | +0.4% | +9.4% | +9.7% |
| 3M | -0.2% | -12.6% | +12.4% | +8.5% |
| 6M | +18.0% | +0.6% | +17.3% | +16.8% |
| YTD | +29.1% | +12.4% | +16.7% | +17.7% |
| 1Y | +14.1% | +27.7% | -13.6% | -4.7% |
| All | +69.7% | +171.1% | -101.4% | -8.9% |
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