+111.7%
WFC vs CFG
+214.3%
-102.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.5% |
| 7D | +1.7% | +1.6% | +0.1% | +0.6% |
| 30D | +6.8% | +3.3% | +3.6% | +4.6% |
| 3M | -3.0% | -11.5% | +8.6% | +5.1% |
| 6M | +15.4% | +6.2% | +9.2% | +10.6% |
| YTD | -5.9% | +14.3% | -20.2% | -14.3% |
| 1Y | +1.7% | +26.7% | -25.1% | -13.6% |
| 3Y | +124.9% | +187.8% | -62.9% | +9.5% |
| 5Y | +90.5% | +61.3% | +29.2% | +32.2% |
| All | +111.7% | +214.3% | -102.6% | -13.7% |
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