+316.4%
CFG vs WU
-16.3%
+332.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.2% |
| 7D | -0.9% | +11.7% | -12.6% | -7.1% |
| 30D | +1.1% | +12.6% | -11.5% | -5.9% |
| 3M | -12.0% | -0.5% | -11.5% | -12.5% |
| 6M | -2.2% | -18.2% | +16.0% | +6.0% |
| YTD | +11.4% | -19.0% | +30.4% | +20.4% |
| 1Y | +27.8% | -16.7% | +44.5% | +35.3% |
| 3Y | +173.3% | -21.0% | +194.3% | +187.7% |
| 5Y | +62.4% | -41.7% | +104.1% | +101.7% |
| 10Y | +249.6% | -35.0% | +284.6% | +318.8% |
| All | +316.4% | -16.3% | +332.7% | +335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling