+60.5%
CNC vs FPS
+19.2%
+41.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.9% |
| 7D | -4.9% | +5.3% | -10.2% | -4.8% |
| 30D | -3.8% | -17.6% | +13.8% | -4.0% |
| 3M | -3.2% | -45.8% | +42.5% | -5.6% |
| 6M | +47.9% | -10.1% | +58.0% | +49.0% |
| All | +60.5% | +19.2% | +41.3% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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