+191.7%
ECL vs CFG
+347.0%
-155.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -0.8% | -0.9% | +0.1% | -0.4% |
| 30D | +8.1% | +1.1% | +7.1% | +7.8% |
| 3M | +6.4% | -12.0% | +18.3% | +10.6% |
| 6M | +14.8% | -2.2% | +17.0% | +15.3% |
| YTD | +15.5% | +11.4% | +4.1% | +10.9% |
| 1Y | +20.1% | +27.8% | -7.7% | +10.3% |
| 3Y | +77.8% | +173.3% | -95.5% | +21.9% |
| 5Y | +37.9% | +62.4% | -24.6% | +10.5% |
| 10Y | +202.7% | +249.6% | -46.9% | +61.7% |
| All | +191.7% | +347.0% | -155.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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