+196.4%
CFG vs ETR
+150.4%
+46.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.5% | +1.4% | +0.1% | +1.0% |
| 30D | -3.8% | +1.0% | -4.8% | -4.2% |
| 3M | +11.5% | -1.3% | +12.7% | +11.8% |
| 6M | +19.2% | +1.9% | +17.3% | +17.9% |
| YTD | +23.7% | +18.2% | +5.5% | +15.5% |
| 1Y | +38.8% | +24.7% | +14.2% | +26.9% |
| All | +196.4% | +150.4% | +46.0% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling