+206.6%
CFG vs ES
+96.6%
+110.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +1.6% | -1.1% | +2.7% | +2.0% |
| 30D | +3.3% | +8.2% | -4.9% | +0.4% |
| 3M | -11.5% | +0.6% | -12.2% | -11.9% |
| 6M | +6.2% | +6.0% | +0.2% | +3.8% |
| YTD | +14.3% | +9.3% | +4.9% | +9.8% |
| 1Y | +26.7% | +1.1% | +25.6% | +24.6% |
| 3Y | +187.8% | +51.9% | +135.8% | +137.3% |
| 5Y | +61.3% | +6.5% | +54.8% | +50.5% |
| All | +206.6% | +96.6% | +110.0% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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