-78.0%
SE vs CFG
+61.7%
-139.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | -0.5% | +3.2% | -3.7% | -2.0% |
| 30D | -20.9% | +5.1% | -26.1% | -22.8% |
| 3M | -38.9% | -11.2% | -27.7% | -35.5% |
| 6M | -19.4% | +9.6% | -29.0% | -23.8% |
| YTD | -40.9% | +15.0% | -55.9% | -45.6% |
| 1Y | -46.2% | +29.9% | -76.0% | -53.6% |
| 3Y | +63.7% | +192.1% | -128.4% | -15.6% |
| All | -78.0% | +61.7% | -139.7% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling