+39.4%
CFG vs WU
-11.3%
+50.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.7% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | -3.7% | -1.1% | -2.6% | -3.6% |
| 3M | +9.5% | -1.8% | +11.3% | +8.6% |
| 6M | +22.2% | -23.9% | +46.2% | +28.2% |
| YTD | +22.3% | -20.4% | +42.7% | +26.9% |
| 1Y | +39.4% | -10.6% | +50.0% | +37.4% |
| All | +39.4% | -11.3% | +50.7% | +37.4% |
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