+188.5%
CFG vs WU
-27.2%
+215.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.4% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | -3.7% | -1.1% | -2.6% | -3.5% |
| 3M | +9.5% | -1.8% | +11.3% | +8.3% |
| 6M | +22.2% | -23.9% | +46.2% | +32.3% |
| YTD | +22.3% | -20.4% | +42.7% | +29.8% |
| 1Y | +39.4% | -10.6% | +50.0% | +40.2% |
| 3Y | +188.5% | -27.7% | +216.2% | +202.0% |
| All | +188.5% | -27.2% | +215.7% | +202.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling