+304.1%
CFG vs WTW
+197.9%
+106.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | -1.7% | -7.8% | +6.1% | +3.0% |
| 30D | -4.6% | -7.9% | +3.3% | -0.2% |
| 3M | +7.9% | +19.9% | -12.1% | -4.1% |
| 6M | +19.9% | +9.8% | +10.1% | +11.0% |
| YTD | +21.7% | -3.3% | +25.0% | +20.7% |
| 1Y | +38.4% | -3.3% | +41.7% | +36.9% |
| 3Y | +187.0% | +61.5% | +125.5% | +94.5% |
| 5Y | +99.5% | +42.6% | +56.9% | +44.6% |
| All | +304.1% | +197.9% | +106.2% | +88.4% |
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