+125.9%
CFG vs SN
+659.6%
-533.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.6% |
| 7D | -0.9% | +7.2% | -8.1% | -2.7% |
| 30D | +1.1% | +20.4% | -19.3% | -3.8% |
| 3M | -12.0% | +23.9% | -35.9% | -17.1% |
| 6M | -2.2% | +93.0% | -95.3% | -18.7% |
| YTD | +11.4% | +99.2% | -87.8% | -8.8% |
| 1Y | +27.8% | +142.6% | -114.8% | -0.8% |
| 3Y | +173.3% | +398.8% | -225.5% | +81.7% |
| All | +125.9% | +659.6% | -533.7% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling