+134.9%
EFA vs CFG
+396.4%
-261.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.6% | +1.5% | -1.0% | +0.2% |
| 30D | +0.9% | -3.8% | +4.7% | +1.9% |
| 3M | +4.9% | +11.5% | -6.6% | +1.5% |
| 6M | +8.6% | +19.2% | -10.6% | +3.1% |
| YTD | +14.6% | +23.7% | -9.1% | +7.5% |
| 1Y | +22.6% | +38.8% | -16.2% | +11.1% |
| 3Y | +66.5% | +178.9% | -112.4% | +20.4% |
| 5Y | +54.5% | +101.8% | -47.2% | +19.7% |
| 10Y | +144.8% | +317.3% | -172.5% | +34.1% |
| All | +134.9% | +396.4% | -261.4% | +21.0% |
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