-49.1%
TE vs CFG
+29.0%
-78.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -4.8% |
| 7D | -10.5% | +0.3% | -10.8% | -10.4% |
| 30D | -32.4% | +3.2% | -35.7% | -33.6% |
| 3M | -60.9% | -9.7% | -51.2% | -58.2% |
| 6M | -62.8% | +3.6% | -66.5% | -64.5% |
| YTD | -65.7% | +14.7% | -80.4% | -66.1% |
| All | -49.1% | +29.0% | -78.1% | -50.4% |
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