+123.8%
STX vs CFG
+34.2%
+89.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.5% | -8.7% |
| 7D | -20.2% | +1.8% | -22.0% | -20.5% |
| 30D | -37.2% | +3.3% | -40.5% | -37.8% |
| 3M | -34.1% | -9.8% | -24.2% | -31.5% |
| 6M | -24.5% | +5.2% | -29.6% | -27.7% |
| YTD | +102.9% | +16.1% | +86.8% | +76.0% |
| 1Y | +123.8% | +33.7% | +90.1% | +76.0% |
| All | +123.8% | +34.2% | +89.6% | +76.0% |
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 · 6 months rolling