+102.4%
FN vs CFG
+168.6%
-66.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.9% | +12.6% | +12.2% |
| 7D | 0.0% | -0.9% | +0.8% | +0.4% |
| 30D | -34.3% | +1.1% | -35.4% | -34.7% |
| 3M | -39.9% | -12.0% | -27.9% | -35.5% |
| 6M | -51.8% | -2.2% | -49.6% | -51.7% |
| YTD | -28.1% | +11.4% | -39.6% | -33.5% |
| 1Y | -29.1% | +27.8% | -56.9% | -39.3% |
| 3Y | +102.4% | +173.3% | -70.9% | +16.7% |
| All | +102.4% | +168.6% | -66.2% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling