+181.4%
CFG vs EAT
+611.4%
-430.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -3.8% | +1.9% | -5.7% | -4.5% |
| 3M | +11.5% | +68.7% | -57.2% | -1.7% |
| 6M | +19.2% | +66.9% | -47.7% | +4.4% |
| YTD | +23.7% | +60.4% | -36.7% | +9.1% |
| 1Y | +38.8% | +44.0% | -5.1% | +25.3% |
| All | +181.4% | +611.4% | -430.1% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling