+3,553.2%
FIX vs CFG
+216.2%
+3,337.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +9.4% | +3.2% | +6.2% | +7.8% |
| 30D | -27.8% | +5.1% | -32.9% | -29.7% |
| 3M | -35.6% | -11.2% | -24.3% | -31.7% |
| 6M | -45.2% | +9.6% | -54.8% | -48.0% |
| YTD | +19.5% | +15.0% | +4.5% | +10.7% |
| 1Y | +24.2% | +29.9% | -5.6% | +8.2% |
| 3Y | +494.2% | +192.1% | +302.1% | +240.1% |
| 5Y | +1,036.1% | +62.3% | +973.8% | +737.2% |
| All | +3,553.2% | +216.2% | +3,337.0% | +1,717.2% |
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