+38.8%
CFG vs EL
+14.8%
+24.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -0.4% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | -3.8% | +19.8% | -23.7% | -5.8% |
| 3M | +11.5% | +25.7% | -14.2% | +8.4% |
| 6M | +19.2% | +5.4% | +13.7% | +18.1% |
| YTD | +23.7% | +0.2% | +23.5% | +21.5% |
| 1Y | +38.8% | +20.4% | +18.4% | +32.8% |
| All | +38.8% | +14.8% | +24.1% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling