+208.5%
CFG vs ETR
+378.9%
-170.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +3.2% | +1.2% | +2.0% | +2.6% |
| 30D | +5.1% | +7.0% | -1.9% | +1.4% |
| 3M | -11.2% | +4.6% | -15.8% | -13.4% |
| 6M | +9.6% | +0.1% | +9.4% | +9.1% |
| YTD | +15.0% | +23.2% | -8.2% | +1.4% |
| 1Y | +29.9% | +20.6% | +9.3% | +15.7% |
| 3Y | +192.1% | +156.3% | +35.8% | +64.5% |
| 5Y | +62.3% | +159.6% | -97.3% | -11.8% |
| All | +208.5% | +378.9% | -170.4% | +102.4% |
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