+188.5%
CFG vs FND
-49.6%
+238.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | +0.3% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | -3.7% | -23.6% | +19.9% | +4.2% |
| 3M | +9.5% | +4.3% | +5.1% | +6.6% |
| 6M | +22.2% | -20.3% | +42.5% | +28.9% |
| YTD | +22.3% | -21.3% | +43.6% | +28.5% |
| 1Y | +39.4% | -45.4% | +84.8% | +65.3% |
| 3Y | +188.5% | -48.9% | +237.4% | +215.3% |
| All | +188.5% | -49.6% | +238.0% | +215.3% |
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 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