+330.5%
CFG vs SM
-56.1%
+386.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | -0.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +3.1% | -17.3% | +20.5% | +6.1% |
| 3M | -9.7% | -3.6% | -6.1% | -9.9% |
| 6M | +6.7% | +2.9% | +3.8% | +4.0% |
| YTD | +15.2% | +70.2% | -55.0% | +0.7% |
| 1Y | +28.8% | +66.5% | -37.7% | +12.9% |
| 3Y | +190.1% | -8.2% | +198.3% | +178.1% |
| 5Y | +63.4% | -1.5% | +64.9% | +48.0% |
| 10Y | +219.8% | +11.9% | +207.9% | +81.7% |
| All | +330.5% | -56.1% | +386.6% | +139.0% |
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