+6,466.7%
CP vs FDS
+10,327.4%
-3,860.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.7% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | +10.2% | +20.2% | -10.0% | +4.7% |
| 3M | +2.4% | +19.9% | -17.5% | -3.1% |
| 6M | +7.7% | +56.2% | -48.5% | -6.4% |
| YTD | +26.0% | +14.6% | +11.4% | +17.6% |
| 1Y | +34.6% | +31.6% | +3.0% | +20.4% |
| 3Y | +26.7% | -23.8% | +50.5% | +30.7% |
| 5Y | +24.9% | -22.6% | +47.5% | +27.3% |
| 10Y | +258.6% | +139.3% | +119.3% | +165.9% |
| All | +6,466.7% | +10,327.4% | -3,860.7% | +2,369.5% |
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