+154.5%
SO vs CFG
+324.8%
-170.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -0.2% | +1.5% | -1.7% | -0.4% |
| 30D | -4.6% | -3.8% | -0.7% | -4.1% |
| 3M | -3.0% | +11.5% | -14.5% | -4.7% |
| 6M | -8.3% | +19.2% | -27.4% | -10.8% |
| YTD | +3.5% | +23.7% | -20.2% | -0.1% |
| 1Y | -0.9% | +38.8% | -39.8% | -6.2% |
| 3Y | +45.4% | +178.9% | -133.6% | +20.2% |
| 5Y | +59.6% | +101.8% | -42.2% | +36.6% |
| All | +154.5% | +324.8% | -170.3% | +91.7% |
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