+5,294.5%
CF vs FDS
+1,151.0%
+4,143.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.4% |
| 7D | +0.4% | +6.4% | -6.0% | -2.6% |
| 30D | +2.2% | +25.2% | -23.0% | -8.3% |
| 3M | +2.1% | +22.9% | -20.8% | -8.7% |
| 6M | -6.5% | +56.5% | -63.1% | -27.4% |
| YTD | +55.6% | +19.0% | +36.6% | +34.7% |
| 1Y | +42.3% | +32.7% | +9.6% | +15.8% |
| 3Y | +55.7% | -20.4% | +76.1% | +59.0% |
| 5Y | +122.4% | -19.6% | +142.0% | +117.9% |
| 10Y | +568.5% | +148.5% | +420.0% | +214.3% |
| All | +5,294.5% | +1,151.0% | +4,143.6% | +875.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling