-80.3%
FIG vs CFG
+50.2%
-130.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.6% | -5.6% |
| 7D | -16.4% | +2.7% | -19.0% | -16.4% |
| 30D | -2.3% | -3.7% | +1.4% | -2.2% |
| 3M | +7.8% | +9.5% | -1.7% | +7.0% |
| 6M | -21.8% | +22.2% | -44.1% | -24.6% |
| YTD | -39.1% | +22.3% | -61.4% | -42.1% |
| 1Y | -56.6% | +39.4% | -96.1% | -61.0% |
| All | -80.3% | +50.2% | -130.5% | -82.0% |
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