+12,406.7%
FIX vs CFG
+396.4%
+12,010.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | +1.5% | +4.5% | +5.2% |
| 30D | -7.2% | -3.8% | -3.4% | -5.4% |
| 3M | -15.9% | +11.5% | -27.3% | -20.4% |
| 6M | +12.7% | +19.2% | -6.4% | +3.6% |
| YTD | +72.8% | +23.7% | +49.1% | +55.5% |
| 1Y | +122.9% | +38.8% | +84.0% | +89.3% |
| 3Y | +774.3% | +178.9% | +595.4% | +423.4% |
| 5Y | +2,049.5% | +101.8% | +1,947.7% | +1,349.0% |
| 10Y | +5,821.5% | +317.3% | +5,504.2% | +2,594.1% |
| All | +12,406.7% | +396.4% | +12,010.4% | +5,277.4% |
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