+316.4%
CFG vs EAT
+388.8%
-72.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | 0.0% |
| 7D | -0.9% | -2.6% | +1.8% | -0.1% |
| 30D | +1.1% | +11.5% | -10.4% | -2.8% |
| 3M | -12.0% | -9.1% | -2.9% | -10.5% |
| 6M | -2.2% | +40.4% | -42.6% | -14.1% |
| YTD | +11.4% | +43.9% | -32.5% | -4.2% |
| 1Y | +27.8% | +101.9% | -74.1% | -2.2% |
| 3Y | +173.3% | +489.9% | -316.6% | +38.5% |
| 5Y | +62.4% | +362.6% | -300.2% | -16.2% |
| 10Y | +249.6% | +385.7% | -136.1% | +43.8% |
| All | +316.4% | +388.8% | -72.4% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling