+102.5%
CFG vs ED
+67.1%
+35.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.2% |
| 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% | +10.7% |
| 6M | +19.2% | -3.0% | +22.2% | +19.6% |
| YTD | +23.7% | +10.7% | +13.0% | +20.8% |
| 1Y | +38.8% | +13.3% | +25.5% | +34.6% |
| 3Y | +178.9% | +34.5% | +144.4% | +147.8% |
| All | +102.5% | +67.1% | +35.5% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling