+2,071.0%
STX vs CFG
+248.3%
+1,822.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.9% | +6.9% | +8.7% |
| 7D | -14.8% | +0.3% | -15.0% | -14.7% |
| 30D | -35.4% | +3.2% | -38.6% | -36.0% |
| 3M | -37.7% | -9.7% | -28.0% | -35.3% |
| 6M | -35.2% | +3.6% | -38.9% | -36.7% |
| YTD | +84.4% | +14.7% | +69.7% | +73.5% |
| 1Y | +82.3% | +29.6% | +52.7% | +63.6% |
| 3Y | +646.2% | +190.6% | +455.7% | +385.2% |
| 5Y | +487.4% | +67.1% | +420.3% | +358.5% |
| 10Y | +2,071.0% | +237.0% | +1,834.0% | +1,189.0% |
| All | +2,071.0% | +248.3% | +1,822.8% | +1,189.0% |
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 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