-63.9%
XYZ vs CFG
+61.2%
-125.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.4% |
| 7D | +12.1% | -0.9% | +13.0% | +13.2% |
| 30D | +12.4% | +1.1% | +11.3% | +11.7% |
| 3M | +8.2% | -12.0% | +20.2% | +19.0% |
| 6M | +20.7% | -2.2% | +22.9% | +21.8% |
| YTD | +31.3% | +11.4% | +19.9% | +18.5% |
| 1Y | +20.5% | +27.8% | -7.3% | -2.6% |
| 3Y | +72.6% | +173.3% | -100.7% | -27.9% |
| All | -63.9% | +61.2% | -125.1% | -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