+81.1%
EWZ vs CFG
+317.4%
-236.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.5% | +1.5% | +5.0% | +5.8% |
| 30D | +4.8% | -3.8% | +8.7% | +6.4% |
| 3M | +9.9% | +11.5% | -1.6% | +4.8% |
| 6M | +1.9% | +19.2% | -17.2% | -5.3% |
| YTD | +20.3% | +23.7% | -3.4% | +9.9% |
| 1Y | +35.6% | +38.8% | -3.2% | +17.8% |
| 3Y | +43.4% | +178.9% | -135.5% | -10.6% |
| 5Y | +55.9% | +101.8% | -45.8% | +6.1% |
| All | +81.1% | +317.4% | -236.3% | -12.1% |
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