+237.0%
CFG vs SM
+4.9%
+232.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.7% | +3.5% |
| 7D | +0.3% | -22.3% | +22.5% | +5.1% |
| 30D | +3.2% | -21.4% | +24.6% | +7.7% |
| 3M | -9.7% | +1.4% | -11.1% | -11.0% |
| 6M | +3.6% | +0.1% | +3.5% | +1.2% |
| YTD | +14.7% | +59.0% | -44.3% | 0.0% |
| 1Y | +29.6% | +64.3% | -34.8% | +11.9% |
| 3Y | +190.6% | -13.1% | +203.7% | +179.8% |
| 5Y | +67.1% | -13.9% | +80.9% | +52.8% |
| 10Y | +237.0% | +1.7% | +235.3% | +74.3% |
| All | +237.0% | +4.9% | +232.1% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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