+539.9%
STM vs CFG
+351.2%
+188.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.1% | -9.2% | -10.9% |
| 7D | -20.1% | -2.2% | -17.9% | -19.1% |
| 30D | -32.0% | +0.4% | -32.4% | -32.0% |
| 3M | -24.2% | -12.6% | -11.6% | -19.2% |
| 6M | -29.9% | +0.6% | -30.5% | -30.5% |
| YTD | +54.9% | +12.4% | +42.4% | +45.8% |
| 1Y | +68.0% | +27.7% | +40.3% | +48.8% |
| 3Y | -0.1% | +172.4% | -172.5% | -39.2% |
| 5Y | -17.9% | +64.0% | -81.8% | -38.3% |
| 10Y | +392.2% | +252.8% | +139.4% | +126.7% |
| All | +539.9% | +351.2% | +188.7% | +157.1% |
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 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