+200.3%
EWT vs CFG
+193.0%
+7.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +1.6% | +2.7% | -1.0% | +0.9% |
| 30D | +8.2% | -3.7% | +11.9% | +9.2% |
| 3M | +11.1% | +9.5% | +1.6% | +8.2% |
| 6M | +60.4% | +22.2% | +38.2% | +51.5% |
| YTD | +75.6% | +22.3% | +53.2% | +65.4% |
| 1Y | +91.3% | +39.4% | +51.9% | +73.9% |
| 3Y | +200.3% | +188.5% | +11.8% | +126.3% |
| All | +200.3% | +193.0% | +7.3% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling