-31.8%
TE vs CFG
+168.6%
-200.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.5% |
| 7D | -12.6% | -0.9% | -11.7% | -11.6% |
| 30D | -36.7% | +1.1% | -37.8% | -37.5% |
| 3M | -57.5% | -12.0% | -45.5% | -51.3% |
| 6M | -55.2% | -2.2% | -53.0% | -55.0% |
| YTD | -64.7% | +11.4% | -76.1% | -69.9% |
| 1Y | -35.9% | +27.8% | -63.7% | -53.9% |
| 3Y | -31.8% | +173.3% | -205.1% | -80.7% |
| All | -31.8% | +168.6% | -200.4% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling