+481.0%
STX vs CFG
+61.9%
+419.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +16.8% | +1.6% | +15.2% | +16.2% |
| 30D | -27.0% | +3.3% | -30.3% | -27.9% |
| 3M | -37.9% | -11.5% | -26.3% | -34.6% |
| 6M | -32.5% | +6.2% | -38.7% | -34.9% |
| YTD | +98.6% | +14.3% | +84.3% | +85.1% |
| 1Y | +93.6% | +26.7% | +66.8% | +72.5% |
| 3Y | +699.1% | +187.8% | +511.3% | +387.4% |
| 5Y | +481.0% | +61.3% | +419.7% | +355.1% |
| All | +481.0% | +61.9% | +419.1% | +355.1% |
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 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