+362.4%
CFG vs WY
+15.7%
+346.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | +1.5% | -1.7% | +3.3% | +2.6% |
| 30D | -3.8% | -10.1% | +6.3% | +2.4% |
| 3M | +11.5% | -5.1% | +16.6% | +14.2% |
| 6M | +19.2% | -4.8% | +24.0% | +21.3% |
| YTD | +23.7% | -0.2% | +23.9% | +21.4% |
| 1Y | +38.8% | -6.6% | +45.5% | +41.4% |
| 3Y | +178.9% | -22.7% | +201.6% | +216.4% |
| 5Y | +101.8% | -22.2% | +124.0% | +124.5% |
| 10Y | +317.3% | +7.3% | +310.0% | +248.0% |
| All | +362.4% | +15.7% | +346.6% | +261.3% |
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