+192.1%
CFG vs FND
-39.5%
+231.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.3% |
| 7D | +3.2% | -6.8% | +10.0% | +5.3% |
| 30D | +5.1% | +8.0% | -2.9% | +2.4% |
| 3M | -11.2% | -18.9% | +7.7% | -6.1% |
| 6M | +9.6% | +4.7% | +4.9% | +5.7% |
| YTD | +15.0% | -21.6% | +36.5% | +20.3% |
| 1Y | +29.9% | -22.0% | +51.9% | +35.9% |
| 3Y | +192.1% | -40.4% | +232.5% | +179.5% |
| All | +192.1% | -39.5% | +231.6% | +179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling