+63.4%
CFG vs ED
+82.4%
-19.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | +3.1% | +11.2% | -8.1% | +1.2% |
| 3M | -9.7% | +11.8% | -21.5% | -11.5% |
| 6M | +6.7% | +14.1% | -7.4% | +4.1% |
| YTD | +15.2% | +23.0% | -7.8% | +10.3% |
| 1Y | +28.8% | +23.7% | +5.1% | +23.0% |
| 3Y | +190.1% | +47.7% | +142.3% | +152.2% |
| 5Y | +63.4% | +82.6% | -19.2% | +30.5% |
| All | +63.4% | +82.4% | -19.0% | +30.5% |
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