+5.2%
SSPC vs CFG
-2.7%
+7.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.4% | +5.4% | +8.3% |
| 7D | +11.8% | +1.8% | +10.0% | +12.2% |
| 30D | +44.7% | +3.3% | +41.4% | +45.6% |
| 3M | -40.7% | -9.8% | -30.8% | -41.6% |
| All | +5.2% | -2.7% | +7.9% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling