-83.7%
FIG vs CFG
+36.8%
-120.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -13.1% | -0.9% | -12.2% | -12.7% |
| 30D | -13.0% | +1.1% | -14.1% | -12.7% |
| 3M | -21.5% | -12.0% | -9.5% | -20.6% |
| 6M | -2.5% | -2.2% | -0.3% | -1.6% |
| YTD | -49.7% | +11.4% | -61.1% | -51.6% |
| 1Y | -59.1% | +27.8% | -86.9% | -62.2% |
| All | -83.7% | +36.8% | -120.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling