+219.8%
CFG vs EL
+63.7%
+156.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | -0.8% | +0.3% | -1.0% | -0.9% |
| 30D | +3.1% | +12.3% | -9.2% | -1.3% |
| 3M | -9.7% | +28.4% | -38.1% | -18.6% |
| 6M | +6.7% | +36.7% | -30.0% | -6.8% |
| YTD | +15.2% | +8.4% | +6.8% | +7.1% |
| 1Y | +28.8% | +25.4% | +3.4% | +12.5% |
| 3Y | +190.1% | +3.4% | +186.6% | +151.2% |
| 5Y | +63.4% | -64.8% | +128.2% | +140.4% |
| 10Y | +219.8% | +63.0% | +156.8% | +164.7% |
| All | +219.8% | +63.7% | +156.1% | +164.7% |
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