+150.8%
CFG vs SN
+490.7%
-339.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +1.5% | -9.3% | +10.9% | +4.1% |
| 30D | -3.8% | -4.8% | +1.0% | -2.7% |
| 3M | +11.5% | +40.4% | -28.9% | +1.2% |
| 6M | +19.2% | +50.9% | -31.8% | +5.5% |
| YTD | +23.7% | +54.9% | -31.2% | +8.4% |
| 1Y | +38.8% | +43.0% | -4.2% | +23.8% |
| 3Y | +178.9% | +391.8% | -212.9% | +95.3% |
| All | +150.8% | +490.7% | -339.9% | +75.7% |
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