+38.8%
CFG vs FND
-36.4%
+75.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | +1.5% | -5.2% | +6.8% | +2.6% |
| 30D | -3.8% | -19.9% | +16.0% | +0.5% |
| 3M | +11.5% | +2.7% | +8.8% | +10.0% |
| 6M | +19.2% | -21.7% | +40.9% | +24.4% |
| YTD | +23.7% | -17.5% | +41.2% | +27.1% |
| 1Y | +38.8% | -39.3% | +78.1% | +43.3% |
| All | +38.8% | -36.4% | +75.2% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling