-25.7%
FN vs CFG
+34.2%
-59.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.3% | -7.0% |
| 7D | -7.0% | +1.8% | -8.8% | -7.8% |
| 30D | -24.7% | +3.3% | -28.0% | -26.0% |
| 3M | -35.7% | -9.8% | -25.8% | -31.8% |
| 6M | -52.4% | +5.2% | -57.6% | -54.6% |
| YTD | -25.0% | +16.1% | -41.1% | -35.8% |
| 1Y | -25.7% | +33.7% | -59.3% | -45.3% |
| All | -25.7% | +34.2% | -59.9% | -45.3% |
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