+73.2%
STX vs CFG
+29.0%
+44.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.9% | +6.9% | +8.8% |
| 7D | -14.8% | +0.3% | -15.0% | -14.6% |
| 30D | -35.4% | +3.2% | -38.6% | -35.7% |
| 3M | -37.7% | -9.7% | -28.0% | -35.3% |
| 6M | -35.2% | +3.6% | -38.9% | -37.5% |
| YTD | +84.4% | +14.7% | +69.7% | +62.2% |
| All | +73.2% | +29.0% | +44.2% | +45.1% |
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 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