+47.8%
FE vs CG
-22.2%
+69.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | +5.2% | +5.0% | +0.2% | +4.7% |
| 3M | 0.0% | -18.2% | +18.2% | +1.4% |
| 6M | +5.0% | -20.7% | +25.8% | +6.7% |
| YTD | +7.9% | -31.4% | +39.3% | +10.6% |
| 1Y | +6.3% | -22.3% | +28.6% | +7.6% |
| 3Y | +46.0% | +50.2% | -4.1% | +31.0% |
| All | +47.8% | -22.2% | +69.9% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling