+320.3%
CFG vs STT
+207.6%
+112.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.7% | +1.6% | +0.7% |
| 7D | -2.2% | -4.9% | +2.7% | +1.8% |
| 30D | +0.4% | -6.0% | +6.4% | +5.3% |
| 3M | -12.6% | -11.7% | -0.9% | -3.6% |
| 6M | +0.6% | +11.7% | -11.1% | -8.8% |
| YTD | +12.4% | +30.4% | -18.0% | -10.6% |
| 1Y | +27.7% | +43.9% | -16.2% | -6.4% |
| 3Y | +172.4% | +165.4% | +7.0% | +21.9% |
| 5Y | +64.0% | +101.0% | -37.0% | -11.7% |
| 10Y | +252.8% | +210.7% | +42.1% | +32.2% |
| All | +320.3% | +207.6% | +112.7% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling