+49.0%
FE vs CG
+10.1%
+38.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.4% |
| 7D | +1.9% | -4.3% | +6.3% | +2.3% |
| 30D | -1.2% | -5.1% | +3.9% | -0.8% |
| 3M | +3.5% | +8.7% | -5.2% | +2.6% |
| 6M | -6.1% | -9.2% | +3.2% | -5.6% |
| YTD | +7.6% | -18.9% | +26.5% | +9.1% |
| 1Y | +11.9% | -25.6% | +37.6% | +14.2% |
| 3Y | +48.4% | +57.3% | -8.8% | +34.1% |
| All | +49.0% | +10.1% | +38.9% | +34.3% |
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