+157.5%
CFG vs FND
+76.3%
+81.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.1% | +1.6% |
| 7D | +0.3% | +8.5% | -8.3% | -2.5% |
| 30D | +3.2% | +17.2% | -14.0% | -2.3% |
| 3M | -9.7% | -14.9% | +5.2% | -5.6% |
| 6M | +3.6% | +3.1% | +0.5% | +0.5% |
| YTD | +14.7% | -12.4% | +27.1% | +15.9% |
| 1Y | +29.6% | -10.0% | +39.6% | +29.6% |
| 3Y | +190.6% | -31.3% | +221.9% | +205.0% |
| 5Y | +67.1% | -60.3% | +127.4% | +98.7% |
| All | +157.5% | +76.3% | +81.2% | +78.6% |
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