+320.3%
CFG vs ES
+143.9%
+176.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.8% |
| 7D | -2.2% | +5.9% | -8.1% | -3.9% |
| 30D | +0.4% | +10.2% | -9.8% | -2.6% |
| 3M | -12.6% | +0.4% | -13.0% | -12.8% |
| 6M | +0.6% | +6.9% | -6.2% | -1.6% |
| YTD | +12.4% | +10.5% | +1.9% | +8.3% |
| 1Y | +27.7% | +3.2% | +24.5% | +25.1% |
| 3Y | +172.4% | +49.0% | +123.3% | +133.0% |
| 5Y | +64.0% | +4.5% | +59.5% | +55.4% |
| 10Y | +252.8% | +92.3% | +160.5% | +245.8% |
| All | +320.3% | +143.9% | +176.4% | +277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling