+46.0%
FE vs CG
-23.0%
+69.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +1.0% |
| 7D | +1.2% | +0.2% | +1.1% | +1.2% |
| 30D | +4.5% | +11.2% | -6.6% | +3.6% |
| 3M | +1.3% | -22.1% | +23.4% | +3.1% |
| 6M | +8.7% | -17.9% | +26.6% | +10.0% |
| YTD | +9.2% | -31.3% | +40.5% | +12.0% |
| 1Y | +7.0% | -24.0% | +30.9% | +8.5% |
| 3Y | +51.4% | +45.0% | +6.4% | +36.4% |
| All | +46.0% | -23.0% | +69.0% | +41.1% |
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