+97.0%
CFG vs WTW
+45.2%
+51.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +0.5% |
| 7D | -0.6% | -7.1% | +6.5% | +2.3% |
| 30D | -4.5% | -8.5% | +4.0% | -1.2% |
| 3M | +6.3% | +20.6% | -14.2% | -2.2% |
| 6M | +20.6% | +7.2% | +13.4% | +15.8% |
| YTD | +21.2% | -3.9% | +25.1% | +21.7% |
| 1Y | +38.2% | -3.6% | +41.8% | +38.3% |
| 3Y | +185.9% | +60.7% | +125.3% | +112.0% |
| 5Y | +97.0% | +42.2% | +54.8% | +49.1% |
| All | +97.0% | +45.2% | +51.8% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling