+232.7%
LITE vs CFG
+34.2%
+198.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.4% | -10.2% | -8.8% |
| 7D | -31.4% | +1.8% | -33.2% | -32.0% |
| 30D | -42.6% | +3.3% | -45.9% | -43.5% |
| 3M | -26.2% | -9.8% | -16.4% | -21.9% |
| 6M | -35.8% | +5.2% | -41.0% | -39.5% |
| YTD | +70.0% | +16.1% | +53.9% | +39.1% |
| 1Y | +232.7% | +33.7% | +199.1% | +122.1% |
| All | +232.7% | +34.2% | +198.5% | +122.1% |
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