+2,685.3%
CI vs FDS
+9,502.8%
-6,817.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.4% |
| 7D | +1.3% | -1.9% | +3.2% | +1.7% |
| 30D | +4.4% | +9.0% | -4.6% | +2.1% |
| 3M | +0.7% | +18.9% | -18.2% | -4.3% |
| 6M | +0.3% | +35.1% | -34.8% | -8.5% |
| YTD | +3.8% | +5.5% | -1.7% | 0.0% |
| 1Y | -5.5% | -16.8% | +11.3% | -3.7% |
| 3Y | +8.1% | -28.1% | +36.2% | +13.2% |
| 5Y | +42.8% | -17.4% | +60.2% | +42.6% |
| 10Y | +143.9% | +85.4% | +58.4% | +98.1% |
| All | +2,685.3% | +9,502.8% | -6,817.5% | +1,094.6% |
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