+11.1%
SMR vs CFG
+63.8%
-52.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.1% | +16.4% | +16.0% |
| 7D | +21.4% | +2.7% | +18.7% | +19.1% |
| 30D | +13.8% | -3.7% | +17.5% | +16.3% |
| 3M | +3.9% | +9.5% | -5.6% | -3.6% |
| 6M | -4.2% | +22.2% | -26.4% | -17.2% |
| YTD | -21.1% | +22.3% | -43.4% | -31.4% |
| 1Y | -67.1% | +39.4% | -106.5% | -73.8% |
| 3Y | +88.9% | +188.5% | -99.6% | -2.4% |
| All | +11.1% | +63.8% | -52.6% | -40.2% |
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 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