+6.2%
EXE vs CFG
+39.0%
-32.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.8% | +2.7% | -4.5% | -2.0% |
| 30D | +6.4% | -3.7% | +10.1% | +6.7% |
| 3M | +9.2% | +9.5% | -0.2% | +7.6% |
| 6M | -7.0% | +22.2% | -29.2% | -10.5% |
| YTD | -9.5% | +22.3% | -31.8% | -13.8% |
| 1Y | +6.2% | +39.4% | -33.2% | -4.7% |
| All | +6.2% | +39.0% | -32.8% | -4.7% |
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