+2,692.3%
FN vs CFG
+396.4%
+2,296.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | -1.7% | +1.5% | -3.2% | -2.2% |
| 30D | -22.0% | -3.8% | -18.2% | -20.8% |
| 3M | -43.0% | +11.5% | -54.5% | -45.3% |
| 6M | -27.7% | +19.2% | -46.9% | -32.2% |
| YTD | -10.5% | +23.7% | -34.2% | -17.3% |
| 1Y | +12.5% | +38.8% | -26.4% | -0.4% |
| 3Y | +153.8% | +178.9% | -25.1% | +77.0% |
| 5Y | +288.0% | +101.8% | +186.2% | +192.2% |
| 10Y | +906.4% | +317.3% | +589.2% | +460.7% |
| All | +2,692.3% | +396.4% | +2,296.0% | +1,360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling