+6.2%
WMT vs CFG
+37.9%
-31.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -2.5% | -1.7% | -0.8% | -2.4% |
| 30D | -6.4% | -4.6% | -1.8% | -6.3% |
| 3M | -12.1% | +7.9% | -20.0% | -12.4% |
| 6M | -15.0% | +19.9% | -34.8% | -15.5% |
| YTD | -4.5% | +21.7% | -26.2% | -5.9% |
| 1Y | +6.2% | +38.4% | -32.3% | +2.8% |
| All | +6.2% | +37.9% | -31.7% | +2.8% |
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