-21.7%
FN vs CFG
+29.0%
-50.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +8.9% | +10.3% |
| 7D | +16.3% | +0.3% | +16.0% | +16.3% |
| 30D | -24.7% | +3.2% | -28.0% | -25.8% |
| 3M | -34.9% | -9.7% | -25.2% | -31.1% |
| 6M | -41.1% | +3.6% | -44.7% | -43.2% |
| YTD | -19.6% | +14.7% | -34.3% | -29.9% |
| All | -21.7% | +29.0% | -50.7% | -37.8% |
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