-62.3%
XYZ vs CFG
+66.0%
-128.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.0% |
| 7D | +12.6% | +0.7% | +11.9% | +12.3% |
| 30D | +10.8% | +2.8% | +8.0% | +8.8% |
| 3M | +8.4% | -10.1% | +18.4% | +17.3% |
| 6M | +14.3% | +3.2% | +11.1% | +10.9% |
| YTD | +31.5% | +14.2% | +17.3% | +16.5% |
| 1Y | +28.1% | +27.4% | +0.7% | +4.0% |
| 3Y | +66.2% | +187.6% | -121.4% | -33.4% |
| 5Y | -62.3% | +65.7% | -128.0% | -74.9% |
| All | -62.3% | +66.0% | -128.3% | -74.9% |
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 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