+357.2%
CFG vs SNY
+23.4%
+333.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.2% |
| 7D | +2.7% | -2.7% | +5.4% | +3.7% |
| 30D | -3.7% | -0.7% | -3.0% | -3.5% |
| 3M | +9.5% | -1.6% | +11.1% | +9.8% |
| 6M | +22.2% | +2.3% | +20.0% | +20.8% |
| YTD | +22.3% | -6.0% | +28.3% | +24.4% |
| 1Y | +39.4% | -2.7% | +42.1% | +39.5% |
| 3Y | +188.5% | -7.5% | +196.0% | +185.3% |
| 5Y | +101.5% | +6.7% | +94.8% | +83.2% |
| 10Y | +308.6% | +62.3% | +246.4% | +209.9% |
| All | +357.2% | +23.4% | +333.8% | +268.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling