+192.1%
CFG vs ED
+50.2%
+141.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | +3.2% | +2.1% | +1.1% | +3.2% |
| 30D | +5.1% | +10.4% | -5.3% | +5.1% |
| 3M | -11.2% | +12.5% | -23.8% | -11.3% |
| 6M | +9.6% | +14.9% | -5.4% | +9.5% |
| YTD | +15.0% | +24.8% | -9.9% | +14.6% |
| 1Y | +29.9% | +23.8% | +6.0% | +29.4% |
| 3Y | +192.1% | +51.6% | +140.4% | +141.6% |
| All | +192.1% | +50.2% | +141.9% | +141.6% |
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 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