+31.8%
CRM vs FPS
+24.3%
+7.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.1% | -7.0% | -3.5% |
| 7D | -3.5% | +10.4% | -13.9% | -2.2% |
| 30D | +29.3% | -16.5% | +45.8% | +26.8% |
| 3M | +36.8% | -45.5% | +82.4% | +31.7% |
| 6M | +23.9% | +2.1% | +21.8% | +25.2% |
| All | +31.8% | +24.3% | +7.5% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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