+1,371.3%
STX vs CFG
+358.2%
+1,013.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -17.3% | +0.7% | -18.0% | -17.3% |
| 30D | -35.9% | +2.8% | -38.7% | -36.5% |
| 3M | -37.3% | -10.1% | -27.2% | -34.7% |
| 6M | -35.8% | +3.2% | -39.0% | -37.2% |
| YTD | +82.7% | +14.2% | +68.6% | +71.7% |
| 1Y | +71.6% | +27.4% | +44.2% | +54.3% |
| 3Y | +635.3% | +187.6% | +447.7% | +369.1% |
| 5Y | +483.8% | +65.7% | +418.1% | +351.2% |
| 10Y | +1,967.8% | +219.7% | +1,748.1% | +980.0% |
| All | +1,371.3% | +358.2% | +1,013.1% | +518.9% |
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