+237.0%
CFG vs ED
+132.0%
+105.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.1% | +3.0% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | +3.2% | +11.6% | -8.4% | +0.2% |
| 3M | -9.7% | +10.5% | -20.2% | -12.2% |
| 6M | +3.6% | +13.2% | -9.6% | 0.0% |
| YTD | +14.7% | +22.1% | -7.5% | +7.9% |
| 1Y | +29.6% | +24.2% | +5.4% | +21.1% |
| 3Y | +190.6% | +46.9% | +143.6% | +152.0% |
| 5Y | +67.1% | +80.8% | -13.7% | +34.2% |
| 10Y | +237.0% | +134.3% | +102.8% | +213.6% |
| All | +237.0% | +132.0% | +105.0% | +213.6% |
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