+320.3%
CFG vs FE
+126.1%
+194.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.1% |
| 7D | -2.2% | +0.6% | -2.7% | -2.4% |
| 30D | +0.4% | +6.4% | -6.0% | -1.9% |
| 3M | -12.6% | -0.5% | -12.1% | -12.5% |
| 6M | +0.6% | +4.7% | -4.1% | -1.3% |
| YTD | +12.4% | +8.4% | +4.1% | +8.5% |
| 1Y | +27.7% | +7.2% | +20.5% | +23.6% |
| 3Y | +172.4% | +44.9% | +127.5% | +131.2% |
| 5Y | +64.0% | +46.3% | +17.7% | +37.5% |
| 10Y | +252.8% | +110.3% | +142.6% | +193.7% |
| All | +320.3% | +126.1% | +194.2% | +235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling