+433.7%
WMT vs CFG
+308.1%
+125.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.2% | -0.6% | +0.3% | -0.2% |
| 30D | -5.8% | -4.5% | -1.3% | -5.4% |
| 3M | -10.8% | +6.3% | -17.1% | -11.3% |
| 6M | -14.3% | +20.6% | -34.9% | -16.0% |
| YTD | -4.4% | +21.2% | -25.6% | -6.4% |
| 1Y | +4.3% | +38.2% | -33.9% | +0.8% |
| 3Y | +100.1% | +185.9% | -85.9% | +79.1% |
| 5Y | +130.8% | +97.0% | +33.8% | +111.7% |
| 10Y | +433.7% | +306.8% | +126.9% | +350.1% |
| All | +433.7% | +308.1% | +125.6% | +350.1% |
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