+67.0%
CFG vs FGI
-70.4%
+137.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.2% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | -3.8% | +65.4% | -69.2% | -5.3% |
| 3M | +11.5% | +23.5% | -12.0% | +10.2% |
| 6M | +19.2% | +60.5% | -41.3% | +16.2% |
| YTD | +23.7% | +30.0% | -6.3% | +20.9% |
| 1Y | +38.8% | +82.1% | -43.2% | +33.6% |
| 3Y | +178.9% | -4.4% | +183.3% | +171.2% |
| All | +67.0% | -70.4% | +137.4% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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