-18.9%
EXE vs CFG
+34.2%
-53.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -2.9% |
| 7D | -4.7% | +1.8% | -6.4% | -4.6% |
| 30D | +1.0% | +3.3% | -2.3% | +1.0% |
| 3M | -5.6% | -9.8% | +4.2% | -5.7% |
| 6M | -12.3% | +5.2% | -17.5% | -12.6% |
| YTD | -19.5% | +16.1% | -35.6% | -20.4% |
| 1Y | -18.9% | +33.7% | -52.5% | -22.4% |
| All | -18.9% | +34.2% | -53.1% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling