+329.7%
CFG vs ET
+70.7%
+259.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.2% | +2.5% | +0.7% | +2.4% |
| 30D | +5.1% | -2.5% | +7.6% | +5.8% |
| 3M | -11.2% | -4.9% | -6.4% | -10.0% |
| 6M | +9.6% | -0.1% | +9.6% | +9.3% |
| YTD | +15.0% | +26.2% | -11.3% | +6.4% |
| 1Y | +29.9% | +25.2% | +4.7% | +20.4% |
| 3Y | +192.1% | +84.2% | +107.9% | +141.9% |
| 5Y | +62.3% | +216.1% | -153.8% | +15.2% |
| 10Y | +219.2% | +160.7% | +58.5% | +118.1% |
| All | +329.7% | +70.7% | +259.0% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling