+128.0%
CFG vs SN
+639.7%
-511.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.9% |
| 7D | -2.2% | +3.8% | -6.0% | -3.1% |
| 30D | +0.4% | +17.5% | -17.2% | -3.8% |
| 3M | -12.6% | +19.2% | -31.8% | -16.8% |
| 6M | +0.6% | +84.9% | -84.3% | -15.4% |
| YTD | +12.4% | +94.0% | -81.6% | -7.3% |
| 1Y | +27.7% | +151.3% | -123.7% | -1.9% |
| 3Y | +172.4% | +387.1% | -214.7% | +82.3% |
| All | +128.0% | +639.7% | -511.8% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling