+177.7%
CFG vs FND
+66.0%
+111.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +1.5% | -5.2% | +6.8% | +3.2% |
| 30D | -3.8% | -19.9% | +16.0% | +3.0% |
| 3M | +11.5% | +2.7% | +8.8% | +9.1% |
| 6M | +19.2% | -21.7% | +40.9% | +26.5% |
| YTD | +23.7% | -17.5% | +41.2% | +28.2% |
| 1Y | +38.8% | -39.3% | +78.1% | +58.2% |
| 3Y | +178.9% | -49.8% | +228.7% | +225.7% |
| 5Y | +101.8% | -60.1% | +161.9% | +139.5% |
| All | +177.7% | +66.0% | +111.7% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling