+197.7%
EXC vs CFG
+230.2%
-32.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +9.0% | +2.8% | +6.2% | +8.4% |
| 3M | +3.3% | -10.1% | +13.4% | +5.4% |
| 6M | +5.7% | +3.2% | +2.5% | +4.7% |
| YTD | +7.3% | +14.2% | -6.8% | +3.6% |
| 1Y | +2.9% | +27.4% | -24.5% | -3.1% |
| 3Y | +29.3% | +187.6% | -158.3% | -2.2% |
| 5Y | +40.1% | +65.7% | -25.6% | +18.1% |
| 10Y | +197.7% | +219.7% | -22.0% | +111.4% |
| All | +197.7% | +230.2% | -32.5% | +111.4% |
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