+1,493.1%
LITE vs CFG
+216.2%
+1,276.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.7% |
| 7D | +10.8% | +3.2% | +7.6% | +9.5% |
| 30D | -33.4% | +5.1% | -38.6% | -34.8% |
| 3M | -32.2% | -11.2% | -21.0% | -28.9% |
| 6M | -42.1% | +9.6% | -51.7% | -44.7% |
| YTD | +61.9% | +15.0% | +46.9% | +51.2% |
| 1Y | +163.0% | +29.9% | +133.1% | +133.6% |
| 3Y | +1,358.0% | +192.1% | +1,165.9% | +861.8% |
| 5Y | +549.9% | +62.3% | +487.6% | +411.0% |
| All | +1,493.1% | +216.2% | +1,276.9% | +875.5% |
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