-50.7%
SE vs CFG
+27.1%
-77.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | +2.0% | -0.9% | +2.9% | +2.4% |
| 30D | -20.0% | +1.1% | -21.1% | -20.1% |
| 3M | -31.8% | -12.0% | -19.8% | -29.5% |
| 6M | -15.9% | -2.2% | -13.6% | -16.1% |
| YTD | -40.6% | +11.4% | -52.0% | -42.7% |
| 1Y | -50.7% | +27.8% | -78.5% | -52.8% |
| All | -50.7% | +27.1% | -77.8% | -52.8% |
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