+101.5%
CFG vs WY
-21.5%
+123.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.3% |
| 7D | +2.7% | -2.1% | +4.7% | +3.9% |
| 30D | -3.7% | -10.5% | +6.8% | +2.5% |
| 3M | +9.5% | -4.9% | +14.3% | +11.8% |
| 6M | +22.2% | -4.9% | +27.2% | +24.4% |
| YTD | +22.3% | -1.7% | +24.0% | +21.0% |
| 1Y | +39.4% | -9.4% | +48.8% | +44.9% |
| 3Y | +188.5% | -22.3% | +210.8% | +225.2% |
| 5Y | +101.5% | -20.5% | +122.1% | +121.6% |
| All | +101.5% | -21.5% | +123.1% | +121.6% |
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