+175.9%
CFG vs WEC
+57.1%
+118.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -2.2% | +3.2% | -5.4% | -3.1% |
| 30D | +0.4% | +14.7% | -14.3% | -3.7% |
| 3M | -12.6% | +10.2% | -22.8% | -15.1% |
| 6M | +0.6% | +4.5% | -3.9% | -0.9% |
| YTD | +12.4% | +15.1% | -2.7% | +7.1% |
| 1Y | +27.7% | +9.4% | +18.3% | +23.7% |
| All | +175.9% | +57.1% | +118.8% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling