+21.9%
FIX vs CFG
+28.5%
-6.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.2% | +4.5% |
| 7D | +6.4% | -0.8% | +7.2% | +7.2% |
| 30D | -29.1% | +3.1% | -32.2% | -30.4% |
| 3M | -31.1% | -9.7% | -21.4% | -26.4% |
| 6M | -42.8% | +6.7% | -49.5% | -46.3% |
| YTD | +24.6% | +15.2% | +9.5% | +9.6% |
| 1Y | +21.9% | +28.8% | -6.8% | -2.0% |
| All | +21.9% | +28.5% | -6.6% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling