+38.8%
CFG vs SN
+46.4%
-7.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +1.5% | -9.3% | +10.9% | +4.0% |
| 30D | -3.8% | -4.8% | +1.0% | -2.8% |
| 3M | +11.5% | +40.4% | -28.9% | +1.1% |
| 6M | +19.2% | +50.9% | -31.8% | +5.0% |
| YTD | +23.7% | +54.9% | -31.2% | +8.1% |
| 1Y | +38.8% | +43.0% | -4.2% | +30.1% |
| All | +38.8% | +46.4% | -7.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling