+462.7%
EWT vs CFG
+224.4%
+238.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +5.0% | +5.6% |
| 7D | +3.2% | -0.8% | +4.0% | +3.5% |
| 30D | -12.3% | +3.1% | -15.5% | -12.9% |
| 3M | -3.6% | -9.7% | +6.1% | -1.3% |
| 6M | +3.1% | +6.7% | -3.6% | +1.3% |
| YTD | +57.7% | +15.2% | +42.5% | +51.9% |
| 1Y | +60.3% | +28.8% | +31.5% | +50.3% |
| 3Y | +163.4% | +190.1% | -26.7% | +101.3% |
| 5Y | +127.4% | +63.4% | +64.1% | +93.9% |
| 10Y | +462.7% | +219.8% | +242.9% | +320.5% |
| All | +462.7% | +224.4% | +238.3% | +320.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling