+192.1%
CFG vs SN
+440.0%
-247.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.2% |
| 7D | +3.2% | +1.5% | +1.7% | +2.7% |
| 30D | +5.1% | +21.5% | -16.4% | -0.9% |
| 3M | -11.2% | +20.0% | -31.3% | -16.3% |
| 6M | +9.6% | +119.9% | -110.4% | -15.1% |
| YTD | +15.0% | +102.3% | -87.3% | -9.3% |
| 1Y | +29.9% | +148.0% | -118.1% | -4.2% |
| 3Y | +192.1% | +450.0% | -257.9% | +56.3% |
| All | +192.1% | +440.0% | -247.9% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling