+362.4%
CFG vs ETR
+346.0%
+16.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +1.5% | +1.4% | +0.1% | +0.8% |
| 30D | -3.8% | +1.0% | -4.8% | -4.3% |
| 3M | +11.5% | -1.3% | +12.7% | +11.9% |
| 6M | +19.2% | +1.9% | +17.3% | +17.4% |
| YTD | +23.7% | +18.2% | +5.5% | +13.1% |
| 1Y | +38.8% | +24.7% | +14.2% | +23.5% |
| 3Y | +178.9% | +150.7% | +28.2% | +71.7% |
| 5Y | +101.8% | +127.0% | -25.2% | +28.2% |
| 10Y | +317.3% | +295.5% | +21.8% | +156.9% |
| All | +362.4% | +346.0% | +16.4% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling