+362.4%
CFG vs SM
-48.7%
+411.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -3.8% | +26.3% | -30.1% | -8.1% |
| 3M | +11.5% | +8.7% | +2.8% | +8.7% |
| 6M | +19.2% | +51.7% | -32.5% | +8.0% |
| YTD | +23.7% | +99.0% | -75.3% | +6.0% |
| 1Y | +38.8% | +34.6% | +4.3% | +27.4% |
| 3Y | +178.9% | -7.8% | +186.7% | +168.5% |
| 5Y | +101.8% | +104.8% | -3.0% | +60.9% |
| 10Y | +317.3% | +7.2% | +310.0% | +135.9% |
| All | +362.4% | -48.7% | +411.1% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling