+175.9%
CFG vs FE
+44.7%
+131.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.1% |
| 7D | -2.2% | +0.6% | -2.7% | -2.3% |
| 30D | +0.4% | +6.4% | -6.0% | -0.9% |
| 3M | -12.6% | -0.5% | -12.1% | -12.5% |
| 6M | +0.6% | +4.7% | -4.1% | -0.3% |
| YTD | +12.4% | +8.4% | +4.1% | +10.2% |
| 1Y | +27.7% | +7.2% | +20.5% | +25.2% |
| All | +175.9% | +44.7% | +131.1% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling