+178.2%
SU vs CFG
+390.8%
-212.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | -1.0% | +2.7% | -3.6% | -2.1% |
| 30D | +13.7% | -3.7% | +17.4% | +15.4% |
| 3M | +8.0% | +9.5% | -1.4% | +3.2% |
| 6M | +21.0% | +22.2% | -1.2% | +9.5% |
| YTD | +56.2% | +22.3% | +33.9% | +40.6% |
| 1Y | +72.2% | +39.4% | +32.8% | +45.5% |
| 3Y | +118.1% | +188.5% | -70.4% | +26.6% |
| 5Y | +350.3% | +101.5% | +248.8% | +195.4% |
| 10Y | +248.5% | +308.6% | -60.2% | +56.3% |
| All | +178.2% | +390.8% | -212.6% | +15.9% |
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