+60.4%
CFG vs FE
+47.0%
+13.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +3.2% | +1.2% | +2.0% | +2.8% |
| 30D | +5.1% | +4.5% | +0.6% | +3.5% |
| 3M | -11.2% | +1.3% | -12.6% | -11.7% |
| 6M | +9.6% | +8.7% | +0.9% | +6.3% |
| YTD | +15.0% | +9.2% | +5.7% | +10.8% |
| 1Y | +29.9% | +7.0% | +22.9% | +25.9% |
| 3Y | +192.1% | +51.4% | +140.7% | +138.1% |
| All | +60.4% | +47.0% | +13.4% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling