+235.3%
SO vs CFG
+396.4%
-161.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 6M | -8.3% | +19.2% | -27.4% | -10.5% |
| YTD | +3.5% | +23.7% | -20.2% | +0.3% |
| 1Y | -0.9% | +38.8% | -39.8% | -5.7% |
| 3Y | +45.4% | +178.9% | -133.6% | +22.6% |
| 5Y | +59.6% | +101.8% | -42.2% | +38.8% |
| 10Y | +156.6% | +317.3% | -160.7% | +90.7% |
| All | +235.3% | +396.4% | -161.0% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling