+316.4%
CFG vs EL
+72.0%
+244.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.7% |
| 7D | -0.9% | +0.8% | -1.7% | -1.3% |
| 30D | +1.1% | +16.5% | -15.5% | -4.7% |
| 3M | -12.0% | +29.2% | -41.2% | -21.1% |
| 6M | -2.2% | +27.9% | -30.1% | -12.7% |
| YTD | +11.4% | +6.2% | +5.2% | +4.1% |
| 1Y | +27.8% | +27.2% | +0.7% | +10.7% |
| 3Y | +173.3% | +3.2% | +170.1% | +135.5% |
| 5Y | +62.4% | -66.0% | +128.4% | +139.4% |
| 10Y | +249.6% | +58.3% | +191.2% | +138.0% |
| All | +316.4% | +72.0% | +244.4% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling