+61.4%
CFG vs WETO
-99.4%
+160.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -0.9% |
| 7D | -0.6% | -38.7% | +38.1% | -0.6% |
| 30D | -4.5% | -51.3% | +46.8% | -4.8% |
| 3M | +6.3% | -97.8% | +104.1% | +7.4% |
| 6M | +20.6% | -94.8% | +115.4% | +19.5% |
| YTD | +21.2% | -97.2% | +118.4% | +21.1% |
| 1Y | +38.2% | -98.9% | +137.1% | +39.5% |
| All | +61.4% | -99.4% | +160.8% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling