+308.6%
CFG vs WU
-41.4%
+350.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.3% |
| 7D | +2.7% | -0.8% | +3.5% | +3.1% |
| 30D | -3.7% | -1.1% | -2.6% | -3.3% |
| 3M | +9.5% | -1.8% | +11.3% | +7.4% |
| 6M | +22.2% | -23.9% | +46.2% | +39.0% |
| YTD | +22.3% | -20.4% | +42.7% | +34.6% |
| 1Y | +39.4% | -10.6% | +50.0% | +40.6% |
| 3Y | +188.5% | -27.7% | +216.2% | +221.8% |
| 5Y | +101.5% | -51.1% | +152.7% | +188.2% |
| 10Y | +308.6% | -40.7% | +349.4% | +426.2% |
| All | +308.6% | -41.4% | +350.0% | +426.2% |
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