+78.7%
SO vs CFG
+61.7%
+17.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | +1.4% | +3.2% | -1.8% | +1.1% |
| 30D | +4.7% | +5.1% | -0.4% | +4.3% |
| 3M | +1.7% | -11.2% | +12.9% | +2.6% |
| 6M | +2.2% | +9.6% | -7.4% | +1.3% |
| YTD | +10.0% | +15.0% | -5.0% | +8.5% |
| 1Y | +6.0% | +29.9% | -23.8% | +3.5% |
| 3Y | +54.1% | +192.1% | -138.0% | +35.3% |
| All | +78.7% | +61.7% | +17.0% | +66.2% |
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