+362.4%
CFG vs FE
+124.5%
+237.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.5% | +1.9% | -0.4% | +0.8% |
| 30D | -3.8% | -1.2% | -2.7% | -3.4% |
| 3M | +11.5% | +3.5% | +8.0% | +9.9% |
| 6M | +19.2% | -6.1% | +25.3% | +21.7% |
| YTD | +23.7% | +7.6% | +16.1% | +19.8% |
| 1Y | +38.8% | +11.9% | +26.9% | +32.3% |
| 3Y | +178.9% | +48.4% | +130.5% | +134.6% |
| 5Y | +101.8% | +44.8% | +57.0% | +69.8% |
| 10Y | +317.3% | +115.9% | +201.4% | +246.8% |
| All | +362.4% | +124.5% | +237.9% | +270.6% |
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 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