+894.6%
FIX vs CFG
+61.9%
+832.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.1% | -8.4% | -10.0% |
| 7D | -27.2% | -2.2% | -25.1% | -26.5% |
| 30D | -46.9% | +0.4% | -47.3% | -47.1% |
| 3M | -44.4% | -12.6% | -31.8% | -40.8% |
| 6M | -50.9% | +0.6% | -51.5% | -51.4% |
| YTD | +3.5% | +12.4% | -8.9% | -2.8% |
| 1Y | -2.1% | +27.7% | -29.8% | -13.6% |
| 3Y | +418.7% | +172.4% | +246.4% | +225.9% |
| 5Y | +894.6% | +64.0% | +830.6% | +662.0% |
| All | +894.6% | +61.9% | +832.7% | +662.0% |
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 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