+306.8%
CFG vs EL
+28.8%
+278.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.1% |
| 7D | -0.6% | -2.4% | +1.8% | +0.2% |
| 30D | -4.5% | +13.7% | -18.2% | -9.7% |
| 3M | +6.3% | +14.5% | -8.2% | 0.0% |
| 6M | +20.6% | +7.4% | +13.2% | +14.6% |
| YTD | +21.2% | -4.7% | +25.9% | +18.6% |
| 1Y | +38.2% | +12.9% | +25.3% | +25.1% |
| 3Y | +185.9% | -32.2% | +218.2% | +199.2% |
| 5Y | +97.0% | -68.4% | +165.4% | +198.8% |
| 10Y | +306.8% | +28.3% | +278.6% | +261.7% |
| All | +306.8% | +28.8% | +278.0% | +261.7% |
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