+61.5%
CF vs FDS
-23.2%
+84.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.8% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +4.3% | +20.2% | -15.9% | +3.4% |
| 3M | +2.8% | +19.9% | -17.1% | +1.9% |
| 6M | +0.6% | +56.2% | -55.5% | -2.0% |
| YTD | +56.6% | +14.6% | +42.1% | +56.1% |
| 1Y | +49.6% | +31.6% | +18.0% | +46.8% |
| 3Y | +61.5% | -23.8% | +85.3% | +65.9% |
| All | +61.5% | -23.2% | +84.6% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling