+330.5%
CFG vs FDS
+212.4%
+118.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.9% | -0.4% |
| 7D | -0.8% | -2.1% | +1.3% | +0.2% |
| 30D | +3.1% | +16.0% | -12.9% | -4.0% |
| 3M | -9.7% | +18.8% | -28.5% | -17.8% |
| 6M | +6.7% | +54.1% | -47.4% | -17.0% |
| YTD | +15.2% | +17.0% | -1.8% | +1.3% |
| 1Y | +28.8% | +25.5% | +3.3% | +8.0% |
| 3Y | +190.1% | -23.3% | +213.4% | +218.3% |
| 5Y | +63.4% | -22.6% | +86.0% | +74.9% |
| 10Y | +219.8% | +130.2% | +89.5% | +59.7% |
| All | +330.5% | +212.4% | +118.1% | +81.0% |
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