+27.4%
WMT vs CFG
+34.2%
-6.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.4% |
| 7D | +8.8% | +1.8% | +7.0% | +8.7% |
| 30D | +22.9% | +3.3% | +19.6% | +22.8% |
| 3M | +16.1% | -9.8% | +25.9% | +16.0% |
| 6M | -0.5% | +5.2% | -5.6% | -0.2% |
| YTD | +16.7% | +16.1% | +0.6% | +18.0% |
| 1Y | +27.4% | +33.7% | -6.3% | +33.4% |
| All | +27.4% | +34.2% | -6.9% | +33.4% |
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