+237.0%
CFG vs STT
+211.9%
+25.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +0.3% |
| 7D | +0.3% | +0.9% | -0.7% | -0.6% |
| 30D | +3.2% | -2.3% | +5.6% | +5.1% |
| 3M | -9.7% | -7.0% | -2.7% | -4.3% |
| 6M | +3.6% | +15.5% | -11.9% | -9.0% |
| YTD | +14.7% | +35.6% | -20.9% | -12.6% |
| 1Y | +29.6% | +47.9% | -18.3% | -8.2% |
| 3Y | +190.6% | +181.1% | +9.5% | +19.9% |
| 5Y | +67.1% | +108.2% | -41.1% | -14.9% |
| 10Y | +237.0% | +201.0% | +36.0% | +13.2% |
| All | +237.0% | +211.9% | +25.2% | +13.2% |
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