+149.7%
EXE vs CFG
+101.1%
+48.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +2.9% | +1.6% | +1.3% | +2.4% |
| 30D | -4.9% | +3.3% | -8.2% | -5.9% |
| 3M | -8.3% | -11.5% | +3.3% | -4.9% |
| 6M | -7.8% | +6.2% | -14.1% | -10.1% |
| YTD | -19.0% | +14.3% | -33.3% | -23.5% |
| 1Y | -24.8% | +26.7% | -51.6% | -31.5% |
| 3Y | +20.8% | +187.8% | -167.0% | -20.5% |
| 5Y | +76.2% | +61.3% | +14.9% | +37.8% |
| All | +149.7% | +101.1% | +48.6% | +75.0% |
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