+362.4%
CFG vs EAT
+444.7%
-82.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -3.8% | +1.9% | -5.7% | -4.8% |
| 3M | +11.5% | +68.7% | -57.2% | -6.2% |
| 6M | +19.2% | +66.9% | -47.7% | -0.8% |
| YTD | +23.7% | +60.4% | -36.7% | +3.8% |
| 1Y | +38.8% | +44.0% | -5.1% | +19.2% |
| 3Y | +178.9% | +604.7% | -425.8% | +34.4% |
| 5Y | +101.8% | +347.0% | -245.2% | +6.1% |
| 10Y | +317.3% | +390.8% | -73.5% | +70.6% |
| All | +362.4% | +444.7% | -82.4% | +86.4% |
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