-68.1%
SE vs CFG
+101.4%
-169.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -6.1% | +1.5% | -7.6% | -6.8% |
| 30D | -2.5% | -3.8% | +1.4% | -0.8% |
| 3M | +21.7% | +11.5% | +10.2% | +15.0% |
| 6M | +27.0% | +19.2% | +7.8% | +16.0% |
| YTD | -12.1% | +23.7% | -35.8% | -21.3% |
| 1Y | -40.9% | +38.8% | -79.8% | -50.3% |
| 3Y | +191.0% | +178.9% | +12.1% | +61.4% |
| All | -68.1% | +101.4% | -169.4% | -74.4% |
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