+362.4%
CFG vs FDS
+181.7%
+180.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.6% |
| 7D | +1.5% | -1.9% | +3.4% | +2.4% |
| 30D | -3.8% | +9.0% | -12.8% | -8.1% |
| 3M | +11.5% | +18.9% | -7.4% | +0.7% |
| 6M | +19.2% | +35.1% | -15.9% | -1.7% |
| YTD | +23.7% | +5.5% | +18.2% | +15.2% |
| 1Y | +38.8% | -16.8% | +55.7% | +46.3% |
| 3Y | +178.9% | -28.1% | +207.0% | +215.9% |
| 5Y | +101.8% | -17.4% | +119.2% | +103.7% |
| 10Y | +317.3% | +85.4% | +231.8% | +136.5% |
| All | +362.4% | +181.7% | +180.7% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling