+442.9%
EWT vs CFG
+361.3%
+81.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +9.1% | +3.2% | +5.9% | +8.3% |
| 30D | -12.2% | +5.1% | -17.4% | -13.2% |
| 3M | -9.4% | -11.2% | +1.8% | -6.8% |
| 6M | +2.7% | +9.6% | -6.9% | +0.2% |
| YTD | +53.3% | +15.0% | +38.3% | +47.6% |
| 1Y | +59.2% | +29.9% | +29.3% | +48.7% |
| 3Y | +157.1% | +192.1% | -35.0% | +94.5% |
| 5Y | +119.6% | +62.3% | +57.3% | +86.7% |
| 10Y | +446.9% | +219.2% | +227.7% | +261.9% |
| All | +442.9% | +361.3% | +81.6% | +219.9% |
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 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