+33.7%
CFG vs SN
+156.5%
-122.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.4% |
| 7D | +1.8% | +10.6% | -8.9% | -0.7% |
| 30D | +3.3% | +20.0% | -16.7% | -1.2% |
| 3M | -9.8% | +30.4% | -40.2% | -16.0% |
| 6M | +5.2% | +91.0% | -85.8% | -12.6% |
| YTD | +16.1% | +95.9% | -79.8% | -4.9% |
| 1Y | +33.7% | +158.9% | -125.2% | +0.6% |
| All | +33.7% | +156.5% | -122.8% | +0.6% |
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