+693.0%
FN vs CFG
+216.2%
+476.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.5% |
| 7D | +0.3% | +3.2% | -2.9% | -0.8% |
| 30D | -16.5% | +5.1% | -21.7% | -18.0% |
| 3M | -42.1% | -11.2% | -30.9% | -39.6% |
| 6M | -52.9% | +9.6% | -62.4% | -54.6% |
| YTD | -28.0% | +15.0% | -42.9% | -31.8% |
| 1Y | -18.5% | +29.9% | -48.4% | -26.2% |
| 3Y | +93.9% | +192.1% | -98.2% | +33.1% |
| 5Y | +170.5% | +62.3% | +108.2% | +118.0% |
| All | +693.0% | +216.2% | +476.8% | +454.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling