+208.5%
CFG vs STT
+198.3%
+10.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +3.2% | +4.8% | -1.6% | -0.7% |
| 30D | +5.1% | +3.9% | +1.2% | +1.7% |
| 3M | -11.2% | -8.2% | -3.1% | -5.0% |
| 6M | +9.6% | +15.6% | -6.0% | -3.8% |
| YTD | +15.0% | +37.6% | -22.7% | -13.4% |
| 1Y | +29.9% | +50.1% | -20.3% | -9.1% |
| 3Y | +192.1% | +183.1% | +9.0% | +20.0% |
| 5Y | +62.3% | +104.8% | -42.5% | -16.0% |
| All | +208.5% | +198.3% | +10.3% | +7.1% |
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