+251.4%
SO vs CFG
+347.0%
-95.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | +8.1% | +1.1% | +7.0% | +7.9% |
| 3M | +0.2% | -12.0% | +12.2% | +1.8% |
| 6M | +0.4% | -2.2% | +2.6% | +0.5% |
| YTD | +8.5% | +11.4% | -2.9% | +6.5% |
| 1Y | +4.9% | +27.8% | -22.9% | +1.0% |
| 3Y | +47.9% | +173.3% | -125.4% | +25.0% |
| 5Y | +75.7% | +62.4% | +13.2% | +57.9% |
| 10Y | +178.0% | +249.6% | -71.6% | +109.3% |
| All | +251.4% | +347.0% | -95.6% | +163.4% |
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