+65.7%
CFG vs WY
-32.7%
+98.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.9% |
| 7D | +0.7% | +0.2% | +0.5% | +0.5% |
| 30D | +2.8% | +8.0% | -5.2% | -2.0% |
| 3M | -10.1% | -17.7% | +7.6% | -0.2% |
| 6M | +3.2% | -10.8% | +13.9% | +8.5% |
| YTD | +14.2% | -10.6% | +24.8% | +18.7% |
| 1Y | +27.4% | -5.7% | +33.1% | +27.8% |
| 3Y | +187.6% | -24.8% | +212.4% | +225.8% |
| 5Y | +65.7% | -31.7% | +97.4% | +93.6% |
| All | +65.7% | -32.7% | +98.4% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling