+78.0%
CFG vs S
-48.3%
+126.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | -0.8% | +1.2% | -2.0% | -1.0% |
| 30D | +3.1% | -7.3% | +10.5% | +3.8% |
| 3M | -9.7% | +5.9% | -15.6% | -10.9% |
| 6M | +6.7% | +45.6% | -38.9% | +1.1% |
| YTD | +15.2% | +58.5% | -43.4% | +7.3% |
| 1Y | +28.8% | +37.6% | -8.8% | +21.9% |
| 3Y | +190.1% | +51.7% | +138.4% | +169.1% |
| 5Y | +63.4% | -67.5% | +130.9% | +53.2% |
| All | +78.0% | -48.3% | +126.3% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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