+186.5%
SU vs CFG
+361.3%
-174.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +1.7% | +3.2% | -1.5% | +0.3% |
| 30D | -7.9% | +5.1% | -13.0% | -10.0% |
| 3M | +7.5% | -11.2% | +18.8% | +12.6% |
| 6M | +7.2% | +9.6% | -2.3% | +2.0% |
| YTD | +60.9% | +15.0% | +46.0% | +48.2% |
| 1Y | +63.6% | +29.9% | +33.8% | +42.6% |
| 3Y | +128.9% | +192.1% | -63.2% | +32.3% |
| 5Y | +228.3% | +62.3% | +166.0% | +138.1% |
| 10Y | +240.6% | +219.2% | +21.4% | +67.3% |
| All | +186.5% | +361.3% | -174.8% | +22.2% |
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