+61.3%
EXE vs CFG
+61.2%
+0.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -6.6% | -0.9% | -5.7% | -6.4% |
| 30D | -4.0% | +1.1% | -5.1% | -4.4% |
| 3M | -7.5% | -12.0% | +4.5% | -4.3% |
| 6M | -11.7% | -2.2% | -9.4% | -11.6% |
| YTD | -22.0% | +11.4% | -33.4% | -25.4% |
| 1Y | -21.8% | +27.8% | -49.6% | -28.4% |
| 3Y | +8.0% | +173.3% | -165.3% | -25.1% |
| All | +61.3% | +61.2% | +0.1% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling