+520.8%
EWT vs CFG
+308.1%
+212.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +2.1% | -0.6% | +2.7% | +2.3% |
| 30D | +9.4% | -4.5% | +13.9% | +10.5% |
| 3M | +10.9% | +6.3% | +4.6% | +9.1% |
| 6M | +57.9% | +20.6% | +37.3% | +50.7% |
| YTD | +75.9% | +21.2% | +54.7% | +67.5% |
| 1Y | +89.7% | +38.2% | +51.5% | +74.9% |
| 3Y | +200.9% | +185.9% | +14.9% | +130.5% |
| 5Y | +154.5% | +97.0% | +57.5% | +107.9% |
| 10Y | +520.8% | +306.8% | +214.0% | +319.9% |
| All | +520.8% | +308.1% | +212.7% | +319.9% |
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 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