+49.6%
CF vs FDS
+29.3%
+20.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.7% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +4.3% | +20.2% | -15.9% | +4.2% |
| 3M | +2.8% | +19.9% | -17.1% | +2.7% |
| 6M | +0.6% | +56.2% | -55.5% | +0.3% |
| YTD | +56.6% | +14.6% | +42.1% | +54.8% |
| 1Y | +49.6% | +31.6% | +18.0% | +48.2% |
| All | +49.6% | +29.3% | +20.3% | +48.2% |
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