+319.1%
CFG vs ED
+101.3%
+217.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.3% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | +11.5% | +3.9% | +7.6% | +10.3% |
| 6M | +19.2% | -3.0% | +22.2% | +19.9% |
| YTD | +23.7% | +10.7% | +13.0% | +19.8% |
| 1Y | +38.8% | +13.3% | +25.5% | +33.2% |
| 3Y | +178.9% | +34.5% | +144.4% | +148.9% |
| 5Y | +101.8% | +67.1% | +34.6% | +66.8% |
| All | +319.1% | +101.3% | +217.8% | +283.6% |
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