+106.3%
CF vs FGI
-70.4%
+176.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.5% | -10.8% | -3.2% |
| 7D | +6.0% | +0.5% | +5.5% | +6.0% |
| 30D | +14.8% | +65.4% | -50.6% | +15.0% |
| 3M | +14.1% | +23.5% | -9.4% | +14.3% |
| 6M | +28.5% | +60.5% | -32.0% | +28.0% |
| YTD | +74.9% | +30.0% | +44.9% | +74.6% |
| 1Y | +61.7% | +82.1% | -20.4% | +58.5% |
| 3Y | +80.3% | -4.4% | +84.7% | +76.9% |
| All | +106.3% | -70.4% | +176.6% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling