+180.7%
CFG vs TW
+221.1%
-40.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.5% | -2.3% | +3.9% | +2.2% |
| 30D | -3.8% | +3.9% | -7.8% | -5.0% |
| 3M | +11.5% | +5.7% | +5.8% | +8.7% |
| 6M | +19.2% | -14.5% | +33.7% | +24.0% |
| YTD | +23.7% | -0.9% | +24.6% | +21.8% |
| 1Y | +38.8% | -13.5% | +52.4% | +43.1% |
| 3Y | +178.9% | +25.0% | +153.9% | +141.9% |
| 5Y | +101.8% | +22.7% | +79.1% | +71.9% |
| All | +180.7% | +221.1% | -40.4% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling