+28.8%
CFG vs ED
+24.8%
+3.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -0.9% | +0.1% | -0.9% |
| 30D | +3.1% | +11.2% | -8.1% | +4.8% |
| 3M | -9.7% | +11.8% | -21.5% | -8.1% |
| 6M | +6.7% | +14.1% | -7.4% | +9.7% |
| YTD | +15.2% | +23.0% | -7.8% | +25.0% |
| 1Y | +28.8% | +23.7% | +5.1% | +40.1% |
| All | +28.8% | +24.8% | +3.9% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling