+237.0%
CFG vs EL
+63.1%
+174.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +1.9% |
| 7D | +0.3% | +8.0% | -7.7% | -2.5% |
| 30D | +3.2% | +15.4% | -12.2% | -2.1% |
| 3M | -9.7% | +28.5% | -38.2% | -18.6% |
| 6M | +3.6% | +32.2% | -28.6% | -8.3% |
| YTD | +14.7% | +9.2% | +5.5% | +6.4% |
| 1Y | +29.6% | +30.8% | -1.2% | +11.4% |
| 3Y | +190.6% | +3.7% | +186.9% | +151.7% |
| 5Y | +67.1% | -64.8% | +131.9% | +145.8% |
| 10Y | +237.0% | +60.0% | +177.0% | +191.3% |
| All | +237.0% | +63.1% | +174.0% | +191.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling