-47.3%
TE vs CFG
+101.4%
-148.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -4.0% | +1.5% | -5.5% | -5.0% |
| 30D | -15.9% | -3.8% | -12.1% | -13.3% |
| 3M | -60.5% | +11.5% | -72.0% | -64.4% |
| 6M | -35.2% | +19.2% | -54.4% | -44.7% |
| YTD | -31.1% | +23.7% | -54.8% | -42.9% |
| 1Y | +148.6% | +38.8% | +109.8% | +86.8% |
| 3Y | -26.4% | +178.9% | -205.3% | -64.3% |
| All | -47.3% | +101.4% | -148.7% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling