+102.5%
CFG vs WEC
+31.0%
+71.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -3.8% | -1.3% | -2.5% | -3.4% |
| 3M | +11.5% | -3.9% | +15.4% | +12.8% |
| 6M | +19.2% | -8.3% | +27.5% | +22.2% |
| YTD | +23.7% | +3.1% | +20.6% | +22.0% |
| 1Y | +38.8% | +1.9% | +36.9% | +37.3% |
| 3Y | +178.9% | +41.9% | +137.0% | +143.1% |
| All | +102.5% | +31.0% | +71.6% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling