+6,411.9%
CP vs FDS
+9,502.8%
-3,090.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.3% |
| 7D | -2.7% | -1.9% | -0.8% | -2.2% |
| 30D | +0.2% | +9.0% | -8.9% | -2.3% |
| 3M | +2.6% | +18.9% | -16.3% | -2.9% |
| 6M | +6.0% | +35.1% | -29.2% | -4.4% |
| YTD | +24.9% | +5.5% | +19.4% | +19.8% |
| 1Y | +20.1% | -16.8% | +36.9% | +22.3% |
| 3Y | +16.4% | -28.1% | +44.5% | +22.4% |
| 5Y | +31.7% | -17.4% | +49.2% | +32.3% |
| 10Y | +223.9% | +85.4% | +138.4% | +157.6% |
| All | +6,411.9% | +9,502.8% | -3,090.9% | +2,415.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling