-76.7%
TE vs CFG
+119.1%
-195.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -4.1% |
| 7D | -10.5% | +0.3% | -10.8% | -10.6% |
| 30D | -32.4% | +3.2% | -35.7% | -33.2% |
| 3M | -60.9% | -9.7% | -51.2% | -59.3% |
| 6M | -62.8% | +3.6% | -66.5% | -63.4% |
| YTD | -65.7% | +14.7% | -80.4% | -67.6% |
| 1Y | -39.9% | +29.6% | -69.5% | -45.7% |
| 3Y | +10.6% | +190.6% | -179.9% | -17.6% |
| 5Y | -79.7% | +67.1% | -146.7% | -83.7% |
| All | -76.7% | +119.1% | -195.8% | -81.7% |
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