-50.0%
TE vs CFG
+131.7%
-181.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.6% |
| 7D | +15.0% | -0.6% | +15.6% | +15.2% |
| 30D | -7.5% | -4.5% | -3.0% | -5.9% |
| 3M | -42.0% | +6.3% | -48.3% | -43.6% |
| 6M | -31.4% | +20.6% | -52.0% | -36.6% |
| YTD | -26.5% | +21.2% | -47.7% | -32.0% |
| 1Y | +153.1% | +38.2% | +114.9% | +123.1% |
| 3Y | -20.7% | +185.9% | -206.6% | -41.2% |
| 5Y | -45.4% | +97.0% | -142.4% | -57.5% |
| All | -50.0% | +131.7% | -181.7% | -61.7% |
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 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