+62.0%
CFG vs WETO
-99.4%
+161.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | +0.4% |
| 7D | -1.7% | -19.9% | +18.2% | -1.7% |
| 30D | -4.6% | -42.7% | +38.1% | -4.9% |
| 3M | +7.9% | -97.7% | +105.6% | +9.0% |
| 6M | +19.9% | -94.4% | +114.3% | +18.7% |
| YTD | +21.7% | -97.0% | +118.7% | +21.5% |
| 1Y | +38.4% | -98.9% | +137.3% | +39.8% |
| All | +62.0% | -99.4% | +161.4% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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