+109.5%
CF vs FDS
-23.2%
+132.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.9% | -5.0% | +4.1% | -0.4% |
| 30D | +6.9% | +13.8% | -6.8% | +5.4% |
| 3M | +4.8% | +14.8% | -10.0% | +3.1% |
| 6M | +4.7% | +47.4% | -42.7% | -0.7% |
| YTD | +56.5% | +14.2% | +42.3% | +54.1% |
| 1Y | +48.4% | +26.6% | +21.8% | +43.1% |
| 3Y | +59.1% | -24.4% | +83.6% | +67.8% |
| 5Y | +109.5% | -22.6% | +132.2% | +127.3% |
| All | +109.5% | -23.2% | +132.7% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling