-8.8%
EW vs CFG
+61.9%
-70.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +4.9% | +1.6% | +3.3% | +4.6% |
| 30D | +24.1% | +3.3% | +20.8% | +23.3% |
| 3M | +13.7% | -11.5% | +25.2% | +16.4% |
| 6M | +32.7% | +6.2% | +26.5% | +30.6% |
| YTD | +24.1% | +14.3% | +9.8% | +20.0% |
| 1Y | +23.6% | +26.7% | -3.1% | +16.9% |
| 3Y | +64.8% | +187.8% | -123.0% | +24.4% |
| 5Y | -8.8% | +61.3% | -70.1% | -17.9% |
| All | -8.8% | +61.9% | -70.7% | -17.9% |
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