+76.5%
CFG vs S
-49.1%
+125.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | +2.8% | -10.8% | +13.6% | +3.9% |
| 3M | -10.1% | +5.4% | -15.5% | -11.2% |
| 6M | +3.2% | +41.2% | -38.0% | -1.9% |
| YTD | +14.2% | +56.2% | -42.0% | +6.6% |
| 1Y | +27.4% | +36.3% | -8.9% | +20.7% |
| 3Y | +187.6% | +49.4% | +138.2% | +167.3% |
| 5Y | +65.7% | -66.9% | +132.6% | +55.9% |
| All | +76.5% | -49.1% | +125.6% | +76.5% |
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