+146.1%
LITE vs CFG
+27.4%
+118.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | +22.6% | +1.6% | +20.9% | +21.7% |
| 30D | -36.8% | +3.3% | -40.1% | -37.4% |
| 3M | -33.0% | -11.5% | -21.5% | -28.5% |
| 6M | -37.1% | +6.2% | -43.3% | -40.7% |
| YTD | +69.5% | +14.3% | +55.2% | +43.3% |
| 1Y | +146.1% | +26.7% | +119.4% | +90.8% |
| All | +146.1% | +27.4% | +118.7% | +90.8% |
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