+94.4%
CFG vs SNY
+9.3%
+85.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.7% | -3.6% | +1.9% | -0.8% |
| 30D | -4.6% | -1.9% | -2.7% | -4.2% |
| 3M | +7.9% | -2.0% | +9.8% | +8.2% |
| 6M | +19.9% | +2.5% | +17.3% | +18.9% |
| YTD | +21.7% | -7.0% | +28.6% | +23.4% |
| 1Y | +38.4% | -4.4% | +42.8% | +39.2% |
| 3Y | +187.0% | -8.4% | +195.4% | +185.9% |
| All | +94.4% | +9.3% | +85.0% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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