+62.0%
CFG vs TW
+37.3%
+24.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -0.9% |
| 7D | -0.9% | +4.2% | -5.1% | -1.7% |
| 30D | +1.1% | +18.9% | -17.9% | -2.3% |
| 3M | -12.0% | +23.8% | -35.8% | -15.7% |
| 6M | -2.2% | +17.0% | -19.3% | -5.6% |
| YTD | +11.4% | +19.2% | -7.8% | +6.4% |
| 1Y | +27.8% | +20.1% | +7.7% | +21.7% |
| 3Y | +173.3% | +40.5% | +132.8% | +139.9% |
| All | +62.0% | +37.3% | +24.7% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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