+948.1%
FIX vs CFG
+61.2%
+886.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.4% | +5.9% |
| 7D | -17.5% | -0.9% | -16.6% | -17.2% |
| 30D | -41.6% | +1.1% | -42.6% | -42.0% |
| 3M | -40.6% | -12.0% | -28.6% | -36.9% |
| 6M | -49.4% | -2.2% | -47.1% | -49.2% |
| YTD | +9.2% | +11.4% | -2.2% | +2.9% |
| 1Y | +6.5% | +27.8% | -21.4% | -6.1% |
| 3Y | +448.7% | +173.3% | +275.4% | +244.4% |
| All | +948.1% | +61.2% | +886.9% | +707.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling