+3,644.4%
FIX vs CFG
+230.2%
+3,414.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.4% |
| 7D | -13.9% | +0.7% | -14.6% | -14.2% |
| 30D | -35.5% | +2.8% | -38.3% | -36.5% |
| 3M | -33.9% | -10.1% | -23.8% | -30.4% |
| 6M | -43.3% | +3.2% | -46.5% | -44.6% |
| YTD | +18.7% | +14.2% | +4.5% | +10.3% |
| 1Y | +13.8% | +27.4% | -13.6% | 0.0% |
| 3Y | +495.0% | +187.6% | +307.4% | +243.1% |
| 5Y | +1,049.0% | +65.7% | +983.4% | +737.4% |
| 10Y | +3,644.4% | +219.7% | +3,424.7% | +1,746.1% |
| All | +3,644.4% | +230.2% | +3,414.2% | +1,746.1% |
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