+27.4%
CFG vs STT
+48.0%
-20.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.7% |
| 7D | +0.7% | +1.1% | -0.4% | 0.0% |
| 30D | +2.8% | -1.9% | +4.7% | +3.9% |
| 3M | -10.1% | -7.6% | -2.5% | -5.7% |
| 6M | +3.2% | +16.0% | -12.8% | -6.6% |
| YTD | +14.2% | +36.2% | -22.0% | -9.4% |
| 1Y | +27.4% | +46.8% | -19.4% | -4.8% |
| All | +27.4% | +48.0% | -20.6% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling