+208.5%
CFG vs ED
+147.1%
+61.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +3.2% | +2.1% | +1.1% | +2.6% |
| 30D | +5.1% | +10.4% | -5.3% | +2.3% |
| 3M | -11.2% | +12.5% | -23.8% | -14.1% |
| 6M | +9.6% | +14.9% | -5.4% | +5.3% |
| YTD | +15.0% | +24.8% | -9.9% | +7.5% |
| 1Y | +29.9% | +23.8% | +6.0% | +21.5% |
| 3Y | +192.1% | +51.6% | +140.4% | +150.5% |
| 5Y | +62.3% | +86.4% | -24.1% | +28.8% |
| All | +208.5% | +147.1% | +61.4% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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