+62.0%
CFG vs ETR
+152.2%
-90.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +1.1% | +7.5% | -6.5% | -1.7% |
| 3M | -12.0% | +4.4% | -16.4% | -13.5% |
| 6M | -2.2% | -1.5% | -0.7% | -1.9% |
| YTD | +11.4% | +21.8% | -10.4% | +2.2% |
| 1Y | +27.8% | +18.4% | +9.5% | +18.5% |
| 3Y | +173.3% | +148.5% | +24.8% | +81.2% |
| All | +62.0% | +152.2% | -90.2% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling