-84.0%
FIG vs CFG
+38.1%
-122.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.1% | -13.5% | -16.1% |
| 7D | -17.4% | -2.2% | -15.2% | -16.9% |
| 30D | -15.9% | +0.4% | -16.3% | -15.7% |
| 3M | -34.5% | -12.6% | -21.9% | -33.7% |
| 6M | -5.0% | +0.6% | -5.7% | -4.7% |
| YTD | -50.7% | +12.4% | -63.1% | -52.6% |
| 1Y | -58.1% | +27.7% | -85.8% | -61.3% |
| All | -84.0% | +38.1% | -122.1% | -85.3% |
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