+308.6%
CFG vs EAT
+373.3%
-64.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.2% | -0.1% |
| 7D | +2.7% | -4.9% | +7.6% | +4.3% |
| 30D | -3.7% | -1.2% | -2.5% | -3.7% |
| 3M | +9.5% | +52.2% | -42.8% | -5.1% |
| 6M | +22.2% | +65.0% | -42.8% | +1.7% |
| YTD | +22.3% | +55.0% | -32.7% | +3.4% |
| 1Y | +39.4% | +42.1% | -2.6% | +19.9% |
| 3Y | +188.5% | +614.7% | -426.2% | +36.4% |
| 5Y | +101.5% | +322.7% | -221.2% | +6.6% |
| 10Y | +308.6% | +382.0% | -73.4% | +66.0% |
| All | +308.6% | +373.3% | -64.7% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling