+306.8%
CFG vs WY
+5.8%
+301.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.6% |
| 7D | -0.6% | -1.7% | +1.1% | +0.5% |
| 30D | -4.5% | -9.9% | +5.3% | +1.6% |
| 3M | +6.3% | -7.5% | +13.8% | +10.7% |
| 6M | +20.6% | -5.1% | +25.7% | +23.1% |
| YTD | +21.2% | -2.1% | +23.3% | +20.4% |
| 1Y | +38.2% | -7.3% | +45.5% | +41.6% |
| 3Y | +185.9% | -22.6% | +208.6% | +224.7% |
| 5Y | +97.0% | -19.8% | +116.8% | +114.9% |
| 10Y | +306.8% | +9.6% | +297.2% | +239.1% |
| All | +306.8% | +5.8% | +301.0% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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