+97.9%
EWT vs CFG
+40.4%
+57.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +4.0% | +1.5% | +2.4% | +3.5% |
| 30D | +10.3% | -3.8% | +14.1% | +11.5% |
| 3M | +6.1% | +11.5% | -5.4% | +2.5% |
| 6M | +56.6% | +19.2% | +37.4% | +47.3% |
| YTD | +76.6% | +23.7% | +52.9% | +63.9% |
| 1Y | +97.9% | +38.8% | +59.0% | +76.8% |
| All | +97.9% | +40.4% | +57.5% | +76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling