+38.8%
CFG vs WU
-8.3%
+47.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.5% | -0.8% | +2.4% | +1.7% |
| 30D | -3.8% | -1.1% | -2.7% | -3.7% |
| 3M | +11.5% | -3.9% | +15.3% | +11.2% |
| 6M | +19.2% | -20.7% | +39.8% | +23.9% |
| YTD | +23.7% | -18.4% | +42.1% | +27.8% |
| 1Y | +38.8% | -8.1% | +46.9% | +36.0% |
| All | +38.8% | -8.3% | +47.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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