+208.5%
CFG vs WTW
+218.5%
-10.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.5% |
| 7D | +3.2% | +2.0% | +1.2% | +2.0% |
| 30D | +5.1% | +12.9% | -7.7% | -2.3% |
| 3M | -11.2% | +0.7% | -12.0% | -12.0% |
| 6M | +9.6% | +39.5% | -29.9% | -11.4% |
| YTD | +15.0% | +3.1% | +11.9% | +9.5% |
| 1Y | +29.9% | +4.8% | +25.1% | +22.3% |
| 3Y | +192.1% | +42.9% | +149.1% | +117.8% |
| 5Y | +62.3% | +55.3% | +7.0% | +11.4% |
| All | +208.5% | +218.5% | -10.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling