+491.6%
EW vs CFG
+347.0%
+144.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +11.0% | -0.9% | +11.9% | +11.2% |
| 30D | +19.1% | +1.1% | +18.0% | +18.7% |
| 3M | +14.4% | -12.0% | +26.3% | +17.8% |
| 6M | +22.8% | -2.2% | +25.0% | +23.0% |
| YTD | +19.8% | +11.4% | +8.4% | +15.8% |
| 1Y | +23.9% | +27.8% | -3.9% | +15.7% |
| 3Y | +52.2% | +173.3% | -121.1% | +13.3% |
| 5Y | -13.9% | +62.4% | -76.4% | -28.1% |
| 10Y | +241.9% | +249.6% | -7.7% | +105.9% |
| All | +491.6% | +347.0% | +144.6% | +223.5% |
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 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