+62.0%
CFG vs WAB
+203.5%
-141.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -2.2% |
| 7D | -0.9% | +1.4% | -2.3% | -2.0% |
| 30D | +1.1% | +0.4% | +0.7% | +0.4% |
| 3M | -12.0% | -3.8% | -8.1% | -10.1% |
| 6M | -2.2% | +5.1% | -7.3% | -7.1% |
| YTD | +11.4% | +33.3% | -21.9% | -11.8% |
| 1Y | +27.8% | +39.8% | -12.0% | -2.4% |
| 3Y | +173.3% | +161.1% | +12.3% | +28.0% |
| All | +62.0% | +203.5% | -141.5% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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