+350.4%
SU vs CFG
+99.7%
+250.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | +10.7% | -4.5% | +15.3% | +12.2% |
| 3M | +13.5% | +6.3% | +7.2% | +10.9% |
| 6M | +21.8% | +20.6% | +1.2% | +13.9% |
| YTD | +58.8% | +21.2% | +37.6% | +47.5% |
| 1Y | +72.0% | +38.2% | +33.8% | +52.4% |
| 3Y | +121.7% | +185.9% | -64.2% | +47.6% |
| 5Y | +350.4% | +97.0% | +253.4% | +206.3% |
| All | +350.4% | +99.7% | +250.7% | +206.3% |
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