+183.8%
EXC vs CFG
+248.3%
-64.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -0.5% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +9.3% | +3.2% | +6.1% | +8.6% |
| 3M | +1.0% | -9.7% | +10.7% | +3.0% |
| 6M | +5.9% | +3.6% | +2.3% | +4.9% |
| YTD | +7.6% | +14.7% | -7.1% | +3.9% |
| 1Y | +2.4% | +29.6% | -27.2% | -3.8% |
| 3Y | +30.2% | +190.6% | -160.3% | -1.4% |
| 5Y | +41.4% | +67.1% | -25.7% | +19.2% |
| 10Y | +183.8% | +237.0% | -53.2% | +120.4% |
| All | +183.8% | +248.3% | -64.5% | +120.4% |
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