+422.5%
STM vs CFG
+248.3%
+174.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.8% | +5.4% |
| 7D | -5.6% | +0.3% | -5.8% | -5.6% |
| 30D | -14.4% | +3.2% | -17.7% | -15.6% |
| 3M | -20.5% | -9.7% | -10.8% | -16.6% |
| 6M | -24.5% | +3.6% | -28.1% | -26.1% |
| YTD | +72.7% | +14.7% | +58.0% | +61.2% |
| 1Y | +91.0% | +29.6% | +61.5% | +68.4% |
| 3Y | +13.5% | +190.6% | -177.0% | -32.3% |
| 5Y | -9.2% | +67.1% | -76.3% | -31.9% |
| 10Y | +422.5% | +237.0% | +185.5% | +220.8% |
| All | +422.5% | +248.3% | +174.3% | +220.8% |
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