+38.4%
CFG vs WTW
-2.8%
+41.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -1.7% | -7.8% | +6.1% | -0.5% |
| 30D | -4.6% | -7.9% | +3.3% | -3.4% |
| 3M | +7.9% | +19.9% | -12.1% | +4.7% |
| 6M | +19.9% | +9.8% | +10.1% | +17.5% |
| YTD | +21.7% | -3.3% | +25.0% | +22.6% |
| 1Y | +38.4% | -3.3% | +41.7% | +42.8% |
| All | +38.4% | -2.8% | +41.3% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling