+102.5%
CFG vs STT
+145.1%
-42.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +1.5% | +0.5% | +1.1% | +1.2% |
| 30D | -3.8% | +3.9% | -7.7% | -6.6% |
| 3M | +11.5% | +20.0% | -8.5% | -3.4% |
| 6M | +19.2% | +55.3% | -36.1% | -15.8% |
| YTD | +23.7% | +53.3% | -29.6% | -12.1% |
| 1Y | +38.8% | +74.7% | -35.9% | -11.0% |
| 3Y | +178.9% | +205.8% | -26.9% | +17.6% |
| All | +102.5% | +145.1% | -42.5% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling