-83.2%
FIG vs CFG
+40.8%
-124.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.5% |
| 7D | -12.6% | +0.3% | -12.9% | -12.5% |
| 30D | -13.8% | +3.2% | -17.0% | -13.9% |
| 3M | -16.7% | -9.7% | -7.0% | -16.2% |
| 6M | -6.1% | +3.6% | -9.7% | -6.2% |
| YTD | -48.1% | +14.7% | -62.8% | -50.4% |
| 1Y | -56.2% | +29.6% | -85.7% | -59.7% |
| All | -83.2% | +40.8% | -124.0% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling