+330.5%
CFG vs WY
+3.8%
+326.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | -5.1% | +4.3% | +2.4% |
| 30D | +3.1% | +9.0% | -5.9% | -2.6% |
| 3M | -9.7% | -16.7% | +7.0% | +0.1% |
| 6M | +6.7% | -10.3% | +17.0% | +12.1% |
| YTD | +15.2% | -10.5% | +25.7% | +20.0% |
| 1Y | +28.8% | -5.9% | +34.7% | +29.8% |
| 3Y | +190.1% | -24.7% | +214.8% | +230.7% |
| 5Y | +63.4% | -31.5% | +94.9% | +95.7% |
| 10Y | +219.8% | +4.7% | +215.0% | +172.4% |
| All | +330.5% | +3.8% | +326.7% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling