+186.8%
SO vs CFG
+248.3%
-61.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.9% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +8.6% | +3.2% | +5.4% | +8.0% |
| 3M | +1.8% | -9.7% | +11.5% | +3.2% |
| 6M | +3.6% | +3.6% | 0.0% | +2.9% |
| YTD | +9.9% | +14.7% | -4.7% | +7.2% |
| 1Y | +5.7% | +29.6% | -23.9% | +1.1% |
| 3Y | +52.5% | +190.6% | -138.1% | +24.8% |
| 5Y | +77.3% | +67.1% | +10.2% | +56.6% |
| 10Y | +186.8% | +237.0% | -50.2% | +134.0% |
| All | +186.8% | +248.3% | -61.5% | +134.0% |
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