+104.2%
FE vs CG
+290.3%
-186.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | +5.2% | +5.0% | +0.2% | +4.3% |
| 3M | 0.0% | -18.2% | +18.2% | +2.7% |
| 6M | +5.0% | -20.7% | +25.8% | +8.1% |
| YTD | +7.9% | -31.4% | +39.3% | +12.9% |
| 1Y | +6.3% | -22.3% | +28.6% | +8.9% |
| 3Y | +46.0% | +50.2% | -4.1% | +26.8% |
| 5Y | +45.6% | -22.1% | +67.7% | +40.8% |
| All | +104.2% | +290.3% | -186.1% | +54.4% |
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