+132.5%
CFG vs SN
+681.9%
-549.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.2% |
| 7D | +0.3% | +7.6% | -7.4% | -1.6% |
| 30D | +3.2% | +24.1% | -20.8% | -2.5% |
| 3M | -9.7% | +23.7% | -33.4% | -14.9% |
| 6M | +3.6% | +105.5% | -101.9% | -15.3% |
| YTD | +14.7% | +105.1% | -90.4% | -6.8% |
| 1Y | +29.6% | +148.3% | -118.7% | -0.1% |
| 3Y | +190.6% | +438.7% | -248.1% | +90.8% |
| All | +132.5% | +681.9% | -549.4% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling