+27.8%
CFG vs FDS
+29.3%
-1.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.8% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | +1.1% | +20.2% | -19.1% | +0.7% |
| 3M | -12.0% | +19.9% | -31.9% | -12.3% |
| 6M | -2.2% | +56.2% | -58.4% | -2.9% |
| YTD | +11.4% | +14.6% | -3.2% | +12.5% |
| 1Y | +27.8% | +31.6% | -3.8% | +29.8% |
| All | +27.8% | +29.3% | -1.4% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling