-48.1%
SMR vs CFG
+52.9%
-101.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -27.5% | +2.8% | -30.3% | -28.7% |
| 3M | -43.1% | -10.1% | -33.0% | -39.2% |
| 6M | -58.4% | +3.2% | -61.6% | -59.9% |
| YTD | -63.2% | +14.2% | -77.4% | -66.5% |
| 1Y | -81.6% | +27.4% | -109.0% | -84.5% |
| 3Y | +149.8% | +187.6% | -37.8% | +31.0% |
| All | -48.1% | +52.9% | -101.0% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling