-5.7%
STM vs CFG
+66.0%
-71.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -7.9% | +0.7% | -8.6% | -8.1% |
| 30D | -14.1% | +2.8% | -16.9% | -15.2% |
| 3M | -17.6% | -10.1% | -7.5% | -12.9% |
| 6M | -24.2% | +3.2% | -27.4% | -26.0% |
| YTD | +73.3% | +14.2% | +59.1% | +60.4% |
| 1Y | +90.1% | +27.4% | +62.7% | +66.1% |
| 3Y | +10.3% | +187.6% | -177.2% | -38.1% |
| 5Y | -5.7% | +65.7% | -71.4% | -25.9% |
| All | -5.7% | +66.0% | -71.7% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling