+661.5%
STM vs CFG
+324.8%
+336.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +5.8% | +1.5% | +4.3% | +5.0% |
| 30D | -1.0% | -3.8% | +2.8% | +0.8% |
| 3M | -33.3% | +11.5% | -44.7% | -36.8% |
| 6M | +57.4% | +19.2% | +38.2% | +44.5% |
| YTD | +102.2% | +23.7% | +78.5% | +82.3% |
| 1Y | +99.6% | +38.8% | +60.7% | +69.9% |
| 3Y | +14.5% | +178.9% | -164.4% | -30.6% |
| 5Y | +21.4% | +101.8% | -80.4% | -16.7% |
| All | +661.5% | +324.8% | +336.7% | +294.1% |
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