-14.1%
CG vs FDS
+31.1%
-45.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +3.9% |
| 7D | +9.4% | +9.4% | 0.0% | +7.5% |
| 30D | +8.7% | +23.8% | -15.1% | +4.4% |
| 3M | -15.0% | +25.1% | -40.1% | -18.5% |
| 6M | -13.2% | +53.8% | -67.0% | -19.9% |
| YTD | -26.2% | +19.6% | -45.7% | -29.6% |
| 1Y | -14.1% | +31.6% | -45.8% | -17.5% |
| All | -14.1% | +31.1% | -45.2% | -17.5% |
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 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