+61.7%
CF vs FDS
-17.4%
+79.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -3.2% |
| 7D | +6.0% | -1.9% | +7.9% | +6.0% |
| 30D | +14.8% | +9.0% | +5.8% | +14.7% |
| 3M | +14.1% | +18.9% | -4.8% | +13.6% |
| 6M | +28.5% | +35.1% | -6.6% | +28.8% |
| YTD | +74.9% | +5.5% | +69.4% | +74.1% |
| 1Y | +61.7% | -16.8% | +78.5% | +59.2% |
| All | +61.7% | -17.4% | +79.1% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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