+502.4%
EW vs CFG
+358.2%
+144.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | +9.3% | +0.7% | +8.6% | +9.1% |
| 30D | +22.1% | +2.8% | +19.3% | +21.2% |
| 3M | +13.0% | -10.1% | +23.1% | +15.8% |
| 6M | +30.1% | +3.2% | +26.9% | +28.6% |
| YTD | +22.0% | +14.2% | +7.8% | +17.2% |
| 1Y | +23.7% | +27.4% | -3.7% | +15.6% |
| 3Y | +62.0% | +187.6% | -125.6% | +19.0% |
| 5Y | -12.4% | +65.7% | -78.1% | -27.2% |
| 10Y | +236.1% | +219.7% | +16.4% | +107.9% |
| All | +502.4% | +358.2% | +144.2% | +227.4% |
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