+121.0%
FE vs CG
+274.5%
-153.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.6% |
| 7D | -0.3% | -1.5% | +1.2% | -0.1% |
| 30D | +3.9% | +5.7% | -1.8% | +2.9% |
| 3M | -0.1% | -17.9% | +17.8% | +2.5% |
| 6M | +6.1% | -20.2% | +26.3% | +9.1% |
| YTD | +8.1% | -32.0% | +40.1% | +13.2% |
| 1Y | +4.4% | -27.0% | +31.4% | +8.0% |
| 3Y | +49.0% | +42.8% | +6.3% | +30.6% |
| 5Y | +46.1% | -23.4% | +69.6% | +41.7% |
| All | +121.0% | +274.5% | -153.5% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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