+304.1%
CFG vs ET
+179.3%
+124.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.2% |
| 7D | -1.7% | +1.4% | -3.0% | -2.4% |
| 30D | -4.6% | +4.6% | -9.2% | -6.9% |
| 3M | +7.9% | +16.0% | -8.2% | -0.7% |
| 6M | +19.9% | +22.8% | -3.0% | +6.5% |
| YTD | +21.7% | +38.9% | -17.2% | +0.8% |
| 1Y | +38.4% | +34.1% | +4.4% | +16.6% |
| 3Y | +187.0% | +98.8% | +88.2% | +94.3% |
| 5Y | +99.5% | +246.8% | -147.3% | -1.4% |
| All | +304.1% | +179.3% | +124.8% | +86.2% |
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