+156.4%
CFG vs FND
+70.0%
+86.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.7% |
| 7D | +0.7% | +6.8% | -6.1% | -1.6% |
| 30D | +2.8% | +13.1% | -10.3% | -1.6% |
| 3M | -10.1% | -13.1% | +3.0% | -6.7% |
| 6M | +3.2% | -0.6% | +3.7% | +1.3% |
| YTD | +14.2% | -15.5% | +29.7% | +16.7% |
| 1Y | +27.4% | -13.7% | +41.1% | +29.1% |
| 3Y | +187.6% | -35.0% | +222.6% | +207.3% |
| 5Y | +65.7% | -60.1% | +125.8% | +96.6% |
| All | +156.4% | +70.0% | +86.3% | +79.9% |
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