+481.0%
CF vs FDS
+127.5%
+353.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +4.8% | -2.0% | +6.7% | +5.2% |
| 30D | +9.7% | +13.5% | -3.8% | +5.5% |
| 3M | +1.2% | +15.2% | -13.9% | -3.7% |
| 6M | +7.4% | +47.0% | -39.7% | -6.7% |
| YTD | +60.5% | +13.9% | +46.6% | +50.3% |
| 1Y | +50.7% | +25.2% | +25.6% | +35.7% |
| 3Y | +64.8% | -25.3% | +90.1% | +76.8% |
| 5Y | +115.8% | -23.3% | +139.1% | +123.6% |
| 10Y | +481.0% | +126.0% | +355.0% | +229.7% |
| All | +481.0% | +127.5% | +353.6% | +229.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling