+192.9%
SO vs CFG
+214.3%
-21.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -0.9% | +1.6% | -2.5% | -1.2% |
| 30D | +4.9% | +3.3% | +1.7% | +4.4% |
| 3M | +0.8% | -11.5% | +12.3% | +2.5% |
| 6M | +0.6% | +6.2% | -5.6% | -0.5% |
| YTD | +8.7% | +14.3% | -5.6% | +6.0% |
| 1Y | +4.0% | +26.7% | -22.8% | -0.3% |
| 3Y | +50.6% | +187.8% | -137.2% | +23.1% |
| 5Y | +77.5% | +61.3% | +16.2% | +57.7% |
| All | +192.9% | +214.3% | -21.4% | +128.0% |
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