-49.5%
SMR vs CFG
+49.2%
-98.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.9% | +17.2% | +16.9% |
| 7D | -9.6% | -0.9% | -8.7% | -9.0% |
| 30D | -33.8% | +1.1% | -34.8% | -34.2% |
| 3M | -46.4% | -12.0% | -34.4% | -41.8% |
| 6M | -62.4% | -2.2% | -60.2% | -62.4% |
| YTD | -64.1% | +11.4% | -75.6% | -66.9% |
| 1Y | -84.3% | +27.8% | -112.2% | -86.8% |
| 3Y | +55.8% | +173.3% | -117.5% | -15.5% |
| All | -49.5% | +49.2% | -98.7% | -71.1% |
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