+219.7%
CFG vs FDS
+127.5%
+92.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.7% | -2.0% | +2.7% | +1.6% |
| 30D | +2.8% | +13.5% | -10.7% | -3.1% |
| 3M | -10.1% | +15.2% | -25.3% | -16.7% |
| 6M | +3.2% | +47.0% | -43.9% | -17.2% |
| YTD | +14.2% | +13.9% | +0.3% | +2.5% |
| 1Y | +27.4% | +25.2% | +2.2% | +7.5% |
| 3Y | +187.6% | -25.3% | +212.9% | +221.7% |
| 5Y | +65.7% | -23.3% | +89.0% | +78.7% |
| 10Y | +219.7% | +126.0% | +93.7% | +74.6% |
| All | +219.7% | +127.5% | +92.2% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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