-45.3%
TE vs CFG
+28.3%
-73.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.4% |
| 7D | -19.1% | +3.2% | -22.3% | -20.6% |
| 30D | -34.1% | +5.1% | -39.3% | -35.9% |
| 3M | -60.1% | -11.2% | -48.9% | -57.1% |
| 6M | -66.0% | +9.6% | -75.5% | -68.3% |
| YTD | -71.4% | +15.0% | -86.4% | -71.0% |
| 1Y | -45.3% | +29.9% | -75.1% | -39.3% |
| All | -45.3% | +28.3% | -73.6% | -39.3% |
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