+901.5%
LITE vs CFG
+101.4%
+800.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | +1.5% | -3.1% | -2.4% |
| 30D | +6.7% | -3.8% | +10.5% | +9.1% |
| 3M | -6.8% | +11.5% | -18.2% | -12.8% |
| 6M | +29.4% | +19.2% | +10.3% | +16.5% |
| YTD | +139.1% | +23.7% | +115.4% | +109.7% |
| 1Y | +521.0% | +38.8% | +482.1% | +409.5% |
| 3Y | +1,535.3% | +178.9% | +1,356.4% | +866.1% |
| All | +901.5% | +101.4% | +800.2% | +553.9% |
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