+54.8%
EFA vs CFG
+100.9%
-46.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +1.2% | +2.7% | -1.5% | +0.5% |
| 30D | -0.7% | -3.7% | +3.0% | +0.2% |
| 3M | +6.4% | +9.5% | -3.1% | +3.7% |
| 6M | +11.4% | +22.2% | -10.9% | +5.4% |
| YTD | +14.0% | +22.3% | -8.3% | +7.6% |
| 1Y | +20.2% | +39.4% | -19.2% | +9.4% |
| 3Y | +68.2% | +188.5% | -120.3% | +21.8% |
| 5Y | +54.8% | +101.5% | -46.7% | +25.5% |
| All | +54.8% | +100.9% | -46.1% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling