+7.0%
FE vs CG
-25.8%
+32.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +1.1% |
| 7D | +1.2% | +0.2% | +1.1% | +1.2% |
| 30D | +4.5% | +11.2% | -6.6% | +5.1% |
| 3M | +1.3% | -22.1% | +23.4% | -0.2% |
| 6M | +8.7% | -17.9% | +26.6% | +7.4% |
| YTD | +9.2% | -31.3% | +40.5% | +7.0% |
| 1Y | +7.0% | -24.0% | +30.9% | +6.0% |
| All | +7.0% | -25.8% | +32.8% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling