+26.8%
CP vs FDS
-23.2%
+50.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +0.9% | -2.6% | +3.5% | +1.4% |
| 30D | +10.3% | +14.1% | -3.7% | +7.6% |
| 3M | +2.3% | +19.8% | -17.5% | -1.5% |
| 6M | +10.7% | +55.0% | -44.2% | +0.2% |
| YTD | +29.3% | +15.9% | +13.4% | +25.8% |
| 1Y | +31.5% | +24.2% | +7.3% | +24.4% |
| 3Y | +36.7% | -24.0% | +60.8% | +52.0% |
| 5Y | +26.8% | -23.3% | +50.1% | +34.0% |
| All | +26.8% | -23.2% | +50.0% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling