+446.1%
LITE vs CFG
+61.9%
+384.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.1% | -15.5% | -16.9% |
| 7D | -44.6% | -2.2% | -42.4% | -43.8% |
| 30D | -55.0% | +0.4% | -55.4% | -55.1% |
| 3M | -38.3% | -12.6% | -25.7% | -33.7% |
| 6M | -48.8% | +0.6% | -49.4% | -49.8% |
| YTD | +38.3% | +12.4% | +25.8% | +26.8% |
| 1Y | +119.0% | +27.7% | +91.3% | +87.1% |
| 3Y | +1,092.0% | +172.4% | +919.6% | +610.7% |
| 5Y | +446.1% | +64.0% | +382.1% | +294.7% |
| All | +446.1% | +61.9% | +384.2% | +294.7% |
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