+20.2%
SGOV vs CFG
+269.5%
-249.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +0.3% | -4.5% | +4.8% | +0.3% |
| 3M | +0.9% | +6.3% | -5.4% | +0.9% |
| 6M | +1.8% | +20.6% | -18.8% | +1.8% |
| YTD | +2.5% | +21.2% | -18.7% | +2.5% |
| 1Y | +3.8% | +38.2% | -34.4% | +3.8% |
| 3Y | +14.4% | +185.9% | -171.6% | +14.4% |
| 5Y | +20.2% | +97.0% | -76.8% | +20.2% |
| All | +20.2% | +269.5% | -249.3% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling