+316.4%
CFG vs SM
-57.9%
+374.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -0.9% | -25.9% | +25.0% | +4.2% |
| 30D | +1.1% | -15.1% | +16.2% | +3.5% |
| 3M | -12.0% | +4.9% | -16.9% | -13.6% |
| 6M | -2.2% | +6.1% | -8.4% | -5.3% |
| YTD | +11.4% | +63.4% | -52.0% | -1.8% |
| 1Y | +27.8% | +72.5% | -44.6% | +11.4% |
| 3Y | +173.3% | -16.9% | +190.2% | +166.8% |
| 5Y | +62.4% | -10.6% | +73.1% | +49.6% |
| 10Y | +249.6% | +11.3% | +238.3% | +99.6% |
| All | +316.4% | -57.9% | +374.3% | +132.9% |
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