+2,389.1%
STX vs CFG
+396.4%
+1,992.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +2.4% | +1.5% | +0.8% | +1.7% |
| 30D | +1.4% | -3.8% | +5.2% | +3.1% |
| 3M | -8.2% | +11.5% | -19.7% | -12.6% |
| 6M | +127.0% | +19.2% | +107.8% | +110.3% |
| YTD | +209.1% | +23.7% | +185.4% | +181.9% |
| 1Y | +365.4% | +38.8% | +326.6% | +303.5% |
| 3Y | +1,135.4% | +178.9% | +956.5% | +694.8% |
| 5Y | +991.5% | +101.8% | +889.7% | +681.6% |
| 10Y | +3,695.8% | +317.3% | +3,378.6% | +1,633.6% |
| All | +2,389.1% | +396.4% | +1,992.7% | +916.0% |
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 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