+66.5%
EWZ vs CFG
+216.2%
-149.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | +0.8% | +3.2% | -2.4% | -0.5% |
| 30D | -24.4% | +5.1% | -29.5% | -25.9% |
| 3M | -4.6% | -11.2% | +6.6% | -0.1% |
| 6M | -11.6% | +9.6% | -21.1% | -15.3% |
| YTD | +2.4% | +15.0% | -12.6% | -4.0% |
| 1Y | +2.1% | +29.9% | -27.8% | -9.0% |
| 3Y | +18.7% | +192.1% | -173.4% | -28.0% |
| 5Y | +54.2% | +62.3% | -8.1% | +15.4% |
| All | +66.5% | +216.2% | -149.7% | -3.9% |
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