+185.4%
SW vs CFG
+245.9%
-60.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.9% |
| 7D | +4.7% | -2.2% | +6.8% | +5.1% |
| 30D | +5.0% | +0.4% | +4.6% | +4.9% |
| 3M | -7.3% | -12.6% | +5.3% | -4.8% |
| 6M | +15.0% | +0.6% | +14.4% | +14.9% |
| YTD | +18.5% | +12.4% | +6.1% | +15.9% |
| 1Y | +27.1% | +27.7% | -0.6% | +21.4% |
| 3Y | +49.3% | +172.4% | -123.1% | +26.5% |
| 5Y | -1.6% | +64.0% | -65.6% | -12.1% |
| All | +185.4% | +245.9% | -60.5% | +140.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling