+543.0%
XYZ vs CFG
+264.3%
+278.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -2.5% |
| 7D | +9.2% | -2.2% | +11.4% | +10.6% |
| 30D | +9.8% | +0.4% | +9.4% | +9.7% |
| 3M | -0.2% | -12.6% | +12.4% | +6.8% |
| 6M | +18.0% | +0.6% | +17.3% | +17.2% |
| YTD | +29.1% | +12.4% | +16.7% | +20.8% |
| 1Y | +14.1% | +27.7% | -13.6% | 0.0% |
| 3Y | +72.6% | +172.4% | -99.7% | +4.2% |
| 5Y | -64.6% | +64.0% | -128.5% | -72.9% |
| 10Y | +590.0% | +252.8% | +337.1% | +242.6% |
| All | +543.0% | +264.3% | +278.7% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling