-63.7%
XYZ vs CFG
+61.7%
-125.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.4% |
| 7D | -1.1% | +3.2% | -4.2% | -3.3% |
| 30D | +11.5% | +5.1% | +6.4% | +7.7% |
| 3M | +1.8% | -11.2% | +13.0% | +11.3% |
| 6M | +21.2% | +9.6% | +11.6% | +12.3% |
| YTD | +29.9% | +15.0% | +15.0% | +14.6% |
| 1Y | +35.8% | +29.9% | +5.9% | +8.6% |
| 3Y | +62.6% | +192.1% | -129.5% | -35.7% |
| All | -63.7% | +61.7% | -125.4% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling