+219.7%
CFG vs STT
+198.3%
+21.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.8% |
| 7D | +0.7% | +1.1% | -0.4% | -0.3% |
| 30D | +2.8% | -1.9% | +4.7% | +4.3% |
| 3M | -10.1% | -7.6% | -2.5% | -4.2% |
| 6M | +3.2% | +16.0% | -12.8% | -9.7% |
| YTD | +14.2% | +36.2% | -22.0% | -13.2% |
| 1Y | +27.4% | +46.8% | -19.4% | -9.2% |
| 3Y | +187.6% | +177.8% | +9.8% | +20.0% |
| 5Y | +65.7% | +105.8% | -40.1% | -14.7% |
| 10Y | +219.7% | +197.6% | +22.1% | +9.6% |
| All | +219.7% | +198.3% | +21.4% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling