+308.6%
CFG vs ETR
+295.2%
+13.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.7% |
| 7D | +2.7% | +1.4% | +1.3% | +1.9% |
| 30D | -3.7% | +1.9% | -5.6% | -4.7% |
| 3M | +9.5% | +1.0% | +8.5% | +8.7% |
| 6M | +22.2% | +4.8% | +17.4% | +18.3% |
| YTD | +22.3% | +19.5% | +2.8% | +10.1% |
| 1Y | +39.4% | +28.1% | +11.3% | +20.6% |
| 3Y | +188.5% | +151.1% | +37.3% | +67.0% |
| 5Y | +101.5% | +125.2% | -23.6% | +21.4% |
| 10Y | +308.6% | +291.1% | +17.5% | +164.6% |
| All | +308.6% | +295.2% | +13.4% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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