+181.4%
CFG vs S
+16.9%
+164.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +1.5% | -7.7% | +9.2% | +3.0% |
| 30D | -3.8% | -5.3% | +1.5% | -3.2% |
| 3M | +11.5% | +20.3% | -8.8% | +6.7% |
| 6M | +19.2% | +47.4% | -28.2% | +8.0% |
| YTD | +23.7% | +32.5% | -8.8% | +14.4% |
| 1Y | +38.8% | +9.5% | +29.3% | +33.5% |
| All | +181.4% | +16.9% | +164.4% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling