+51.6%
SW vs CFG
+179.9%
-128.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +2.9% |
| 7D | +12.1% | +1.8% | +10.3% | +11.1% |
| 30D | +6.6% | +3.3% | +3.3% | +4.9% |
| 3M | -6.0% | -9.8% | +3.8% | -1.3% |
| 6M | +21.5% | +5.2% | +16.3% | +18.4% |
| YTD | +20.3% | +16.1% | +4.2% | +11.5% |
| 1Y | +28.1% | +33.7% | -5.5% | +11.3% |
| All | +51.6% | +179.9% | -128.4% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling