-79.1%
FIG vs CFG
+51.9%
-131.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -16.3% | +1.5% | -17.8% | -16.3% |
| 30D | -14.3% | -3.8% | -10.5% | -14.1% |
| 3M | +7.2% | +11.5% | -4.3% | +6.2% |
| 6M | -18.6% | +19.2% | -37.8% | -20.9% |
| YTD | -35.5% | +23.7% | -59.2% | -38.6% |
| 1Y | -55.8% | +38.8% | -94.6% | -60.6% |
| All | -79.1% | +51.9% | -131.0% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling