+27.7%
CFG vs EAT
+83.8%
-56.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | 0.0% |
| 7D | +0.7% | -5.9% | +6.6% | +1.3% |
| 30D | +2.8% | +0.7% | +2.1% | +2.7% |
| 3M | -10.1% | -14.2% | +4.1% | -8.8% |
| 6M | +3.2% | +40.7% | -37.5% | -2.0% |
| YTD | +14.2% | +36.0% | -21.8% | +9.9% |
| All | +27.7% | +83.8% | -56.1% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling