+256.9%
CP vs FDS
+132.8%
+124.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.9% |
| 7D | -0.7% | -2.1% | +1.5% | 0.0% |
| 30D | +9.6% | +16.0% | -6.4% | +4.4% |
| 3M | +2.2% | +18.8% | -16.6% | -4.0% |
| 6M | +11.1% | +54.1% | -43.0% | -6.0% |
| YTD | +28.2% | +17.0% | +11.2% | +18.4% |
| 1Y | +32.2% | +25.5% | +6.6% | +17.9% |
| 3Y | +35.5% | -23.3% | +58.8% | +46.3% |
| 5Y | +26.8% | -22.6% | +49.4% | +34.0% |
| 10Y | +256.9% | +130.2% | +126.7% | +131.0% |
| All | +256.9% | +132.8% | +124.2% | +131.0% |
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 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