+320.3%
CFG vs ED
+230.3%
+89.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.1% | -3.3% |
| 7D | -2.2% | +5.2% | -7.3% | -3.2% |
| 30D | +0.4% | +15.5% | -15.1% | -2.7% |
| 3M | -12.6% | +13.0% | -25.6% | -14.9% |
| 6M | +0.6% | +13.1% | -12.5% | -2.1% |
| YTD | +12.4% | +25.3% | -12.8% | +6.6% |
| 1Y | +27.7% | +30.5% | -2.9% | +19.8% |
| 3Y | +172.4% | +49.3% | +123.0% | +143.1% |
| 5Y | +64.0% | +84.6% | -20.6% | +38.5% |
| 10Y | +252.8% | +135.4% | +117.4% | +209.5% |
| All | +320.3% | +230.3% | +89.9% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling