+64.0%
CFG vs WETO
-99.4%
+163.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +1.2% |
| 7D | -0.4% | -4.3% | +3.9% | -0.4% |
| 30D | -4.6% | -39.9% | +35.3% | -4.9% |
| 3M | +6.7% | -97.9% | +104.6% | +7.8% |
| 6M | +22.1% | -95.0% | +117.2% | +21.1% |
| YTD | +23.2% | -97.2% | +120.3% | +23.0% |
| 1Y | +40.3% | -98.9% | +139.2% | +41.6% |
| All | +64.0% | -99.4% | +163.4% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling