-83.6%
FIG vs CFG
+40.3%
-123.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +2.6% | +1.6% | +1.0% | +2.3% |
| 30D | -13.1% | +3.3% | -16.3% | -13.2% |
| 3M | -20.3% | -11.5% | -8.8% | -19.7% |
| 6M | -2.1% | +6.2% | -8.3% | -2.7% |
| YTD | -49.4% | +14.3% | -63.6% | -51.5% |
| 1Y | -57.0% | +26.7% | -83.7% | -60.3% |
| All | -83.6% | +40.3% | -123.9% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling