+362.4%
CFG vs ET
+85.8%
+276.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.5% | +0.9% | +0.6% | +1.3% |
| 30D | -3.8% | +7.5% | -11.3% | -6.0% |
| 3M | +11.5% | +11.4% | +0.1% | +7.7% |
| 6M | +19.2% | +18.5% | +0.7% | +12.8% |
| YTD | +23.7% | +37.4% | -13.7% | +11.7% |
| 1Y | +38.8% | +30.9% | +7.9% | +27.2% |
| 3Y | +178.9% | +98.7% | +80.2% | +126.0% |
| 5Y | +101.8% | +230.7% | -128.9% | +41.1% |
| 10Y | +317.3% | +175.6% | +141.7% | +178.2% |
| All | +362.4% | +85.8% | +276.6% | +226.2% |
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 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