+81.3%
FN vs CFG
+171.1%
-89.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.1% | -11.1% | -12.5% |
| 7D | -16.0% | -2.2% | -13.8% | -14.9% |
| 30D | -40.1% | +0.4% | -40.5% | -40.2% |
| 3M | -43.9% | -12.6% | -31.3% | -39.6% |
| 6M | -55.6% | +0.6% | -56.2% | -56.2% |
| YTD | -35.7% | +12.4% | -48.1% | -40.7% |
| 1Y | -39.8% | +27.7% | -67.5% | -48.4% |
| All | +81.3% | +171.1% | -89.8% | +4.1% |
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