+577.4%
CF vs FDS
+84.7%
+492.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.2% |
| 7D | +6.0% | -1.9% | +7.9% | +6.6% |
| 30D | +14.8% | +9.0% | +5.8% | +11.6% |
| 3M | +14.1% | +18.9% | -4.8% | +7.2% |
| 6M | +28.5% | +35.1% | -6.6% | +14.5% |
| YTD | +74.9% | +5.5% | +69.4% | +68.5% |
| 1Y | +61.7% | -16.8% | +78.5% | +69.0% |
| 3Y | +80.3% | -28.1% | +108.4% | +95.2% |
| 5Y | +226.0% | -17.4% | +243.4% | +221.3% |
| All | +577.4% | +84.7% | +492.7% | +306.5% |
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