+206.6%
CFG vs ET
+161.1%
+45.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.6% | +3.0% | -1.4% | -0.1% |
| 30D | +3.3% | -3.5% | +6.7% | +5.0% |
| 3M | -11.5% | -5.6% | -5.9% | -9.0% |
| 6M | +6.2% | +0.5% | +5.7% | +5.2% |
| YTD | +14.3% | +26.3% | -12.1% | -1.1% |
| 1Y | +26.7% | +25.7% | +1.1% | +9.9% |
| 3Y | +187.8% | +85.1% | +102.7% | +99.9% |
| 5Y | +61.3% | +216.4% | -155.1% | -17.8% |
| All | +206.6% | +161.1% | +45.5% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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