-81.4%
SMR vs CFG
+27.4%
-108.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.0% | -7.2% |
| 7D | +10.3% | +1.6% | +8.7% | +8.9% |
| 30D | -25.7% | +3.3% | -29.0% | -27.3% |
| 3M | -49.7% | -11.5% | -38.2% | -44.7% |
| 6M | -59.8% | +6.2% | -66.1% | -64.5% |
| YTD | -66.0% | +14.3% | -80.2% | -71.8% |
| 1Y | -81.4% | +26.7% | -108.2% | -85.8% |
| All | -81.4% | +27.4% | -108.9% | -85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling