+62.0%
CFG vs FE
+42.2%
+19.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | -0.9% | -1.0% | +0.1% | -0.5% |
| 30D | +1.1% | +4.1% | -3.1% | -0.4% |
| 3M | -12.0% | -1.0% | -11.0% | -11.7% |
| 6M | -2.2% | +4.0% | -6.2% | -3.7% |
| YTD | +11.4% | +6.8% | +4.6% | +8.1% |
| 1Y | +27.8% | +5.3% | +22.6% | +24.6% |
| 3Y | +173.3% | +44.6% | +128.7% | +127.1% |
| All | +62.0% | +42.2% | +19.8% | +27.4% |
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