+362.4%
CFG vs EL
+62.3%
+300.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -1.2% |
| 7D | +1.5% | +0.8% | +0.7% | +1.2% |
| 30D | -3.8% | +19.8% | -23.7% | -10.9% |
| 3M | +11.5% | +25.7% | -14.2% | +1.2% |
| 6M | +19.2% | +5.4% | +13.7% | +14.1% |
| YTD | +23.7% | +0.2% | +23.5% | +18.7% |
| 1Y | +38.8% | +20.4% | +18.4% | +22.4% |
| 3Y | +178.9% | -32.1% | +211.0% | +193.2% |
| 5Y | +101.8% | -67.2% | +169.0% | +199.9% |
| 10Y | +317.3% | +31.7% | +285.5% | +209.8% |
| All | +362.4% | +62.3% | +300.1% | +215.8% |
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 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