+187.6%
CFG vs ED
+47.3%
+140.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | +0.7% | +2.1% | -1.4% | +0.7% |
| 30D | +2.8% | +12.4% | -9.6% | +2.8% |
| 3M | -10.1% | +13.1% | -23.2% | -10.1% |
| 6M | +3.2% | +14.1% | -10.9% | +3.2% |
| YTD | +14.2% | +23.1% | -8.9% | +13.8% |
| 1Y | +27.4% | +25.4% | +2.0% | +26.7% |
| 3Y | +187.6% | +47.9% | +139.7% | +141.9% |
| All | +187.6% | +47.3% | +140.3% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling