+51.1%
CF vs FGI
+2.3%
+48.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.0% | +0.6% | -4.4% |
| 7D | -6.9% | +3.3% | -10.2% | -6.8% |
| 30D | -3.7% | -2.0% | -1.7% | -3.7% |
| 3M | -5.0% | +60.3% | -65.2% | -3.8% |
| 6M | -10.5% | +0.7% | -11.2% | -9.6% |
| YTD | +46.5% | +30.2% | +16.3% | +48.7% |
| 1Y | +34.8% | +44.4% | -9.5% | +36.6% |
| All | +51.1% | +2.3% | +48.7% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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