+257.6%
CP vs FDS
+135.1%
+122.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +2.8% | -5.0% | +7.7% | +4.4% |
| 30D | +11.3% | +13.8% | -2.4% | +6.7% |
| 3M | +2.9% | +14.8% | -12.0% | -2.3% |
| 6M | +9.8% | +47.4% | -37.6% | -5.7% |
| YTD | +28.5% | +14.2% | +14.4% | +19.6% |
| 1Y | +33.5% | +26.6% | +6.9% | +18.4% |
| 3Y | +31.9% | -24.4% | +56.4% | +42.9% |
| 5Y | +25.5% | -22.6% | +48.1% | +32.1% |
| 10Y | +257.6% | +130.0% | +127.6% | +134.2% |
| All | +257.6% | +135.1% | +122.5% | +134.2% |
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