-52.1%
SMR vs CFG
+53.0%
-105.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.0% | -7.3% |
| 7D | +10.3% | +1.6% | +8.7% | +9.2% |
| 30D | -25.7% | +3.3% | -29.0% | -27.1% |
| 3M | -49.7% | -11.5% | -38.2% | -45.6% |
| 6M | -59.8% | +6.2% | -66.1% | -62.0% |
| YTD | -66.0% | +14.3% | -80.2% | -69.0% |
| 1Y | -81.4% | +26.7% | -108.2% | -84.2% |
| 3Y | +130.6% | +187.8% | -57.1% | +20.9% |
| All | -52.1% | +53.0% | -105.1% | -73.0% |
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