+250.9%
CP vs FDS
+135.4%
+115.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.5% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +10.2% | +20.2% | -10.0% | +3.8% |
| 3M | +2.4% | +19.9% | -17.5% | -4.2% |
| 6M | +7.7% | +56.2% | -48.5% | -9.5% |
| YTD | +26.0% | +14.6% | +11.4% | +17.2% |
| 1Y | +34.6% | +31.6% | +3.0% | +17.5% |
| 3Y | +26.7% | -23.8% | +50.5% | +36.7% |
| 5Y | +24.9% | -22.6% | +47.5% | +31.5% |
| All | +250.9% | +135.4% | +115.6% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling