+51.8%
CFG vs FGI
-70.3%
+122.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.2% | -11.6% | +9.4% | -2.0% |
| 30D | +0.4% | -3.3% | +3.7% | +0.4% |
| 3M | -12.6% | +65.6% | -78.2% | -14.0% |
| 6M | +0.6% | -2.8% | +3.4% | -0.3% |
| YTD | +12.4% | +30.1% | -17.7% | +9.9% |
| 1Y | +27.7% | +50.2% | -22.5% | +24.1% |
| 3Y | +172.4% | -0.4% | +172.8% | +164.2% |
| All | +51.8% | -70.3% | +122.1% | +48.4% |
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