+8,375.7%
FIX vs CFG
+365.8%
+8,009.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.4% | -17.5% | -16.2% |
| 7D | -18.9% | +1.8% | -20.7% | -19.8% |
| 30D | -36.3% | +3.3% | -39.6% | -37.5% |
| 3M | -38.5% | -9.8% | -28.7% | -35.6% |
| 6M | -42.3% | +5.2% | -47.5% | -44.1% |
| YTD | +17.1% | +16.1% | +1.0% | +8.2% |
| 1Y | +14.4% | +33.7% | -19.3% | -1.3% |
| 3Y | +486.7% | +181.2% | +305.5% | +250.9% |
| 5Y | +1,083.7% | +69.1% | +1,014.6% | +766.0% |
| 10Y | +3,932.4% | +264.3% | +3,668.2% | +1,824.0% |
| All | +8,375.7% | +365.8% | +8,009.8% | +3,639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling