+208.5%
CFG vs WU
-38.9%
+247.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | -0.1% |
| 7D | +3.2% | -2.0% | +5.2% | +4.3% |
| 30D | +5.1% | +11.4% | -6.3% | -1.6% |
| 3M | -11.2% | -6.8% | -4.4% | -8.4% |
| 6M | +9.6% | -14.6% | +24.2% | +15.8% |
| YTD | +15.0% | -20.6% | +35.6% | +25.8% |
| 1Y | +29.9% | -15.4% | +45.2% | +36.0% |
| 3Y | +192.1% | -23.6% | +215.7% | +213.3% |
| 5Y | +62.3% | -43.4% | +105.7% | +106.8% |
| All | +208.5% | -38.9% | +247.4% | +292.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling