+133.5%
CFG vs SN
+673.1%
-539.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | +3.5% | -4.3% | -1.7% |
| 30D | +3.1% | +19.4% | -16.3% | -1.6% |
| 3M | -9.7% | +20.9% | -30.6% | -14.4% |
| 6M | +6.7% | +111.1% | -104.4% | -13.4% |
| YTD | +15.2% | +102.8% | -87.6% | -6.1% |
| 1Y | +28.8% | +146.2% | -117.4% | -0.4% |
| 3Y | +190.1% | +441.4% | -251.4% | +90.7% |
| All | +133.5% | +673.1% | -539.6% | +52.1% |
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 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