+144.5%
EXE vs CFG
+101.9%
+42.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.7% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | -2.6% | +3.2% | -5.8% | -3.6% |
| 3M | -6.9% | -9.7% | +2.8% | -4.1% |
| 6M | -9.3% | +3.6% | -13.0% | -10.9% |
| YTD | -20.7% | +14.7% | -35.4% | -25.2% |
| 1Y | -21.8% | +29.6% | -51.4% | -29.2% |
| 3Y | +16.2% | +190.6% | -174.4% | -23.8% |
| 5Y | +61.1% | +67.1% | -6.0% | +23.9% |
| All | +144.5% | +101.9% | +42.6% | +71.2% |
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