-46.2%
SE vs CFG
+28.3%
-74.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.5% | +3.2% | -3.7% | -1.3% |
| 30D | -20.9% | +5.1% | -26.1% | -21.8% |
| 3M | -38.9% | -11.2% | -27.7% | -37.0% |
| 6M | -19.4% | +9.6% | -29.0% | -22.9% |
| YTD | -40.9% | +15.0% | -55.9% | -42.8% |
| 1Y | -46.2% | +29.9% | -76.0% | -45.7% |
| All | -46.2% | +28.3% | -74.5% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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