+39.4%
CFG vs ETR
+26.8%
+12.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | -3.7% | +1.9% | -5.6% | -4.1% |
| 3M | +9.5% | +1.0% | +8.5% | +9.3% |
| 6M | +22.2% | +4.8% | +17.4% | +21.3% |
| YTD | +22.3% | +19.5% | +2.8% | +16.2% |
| 1Y | +39.4% | +28.1% | +11.3% | +31.5% |
| All | +39.4% | +26.8% | +12.6% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling