+82.9%
FE vs CG
+281.3%
-198.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | +4.1% | +5.0% | -0.9% | +3.3% |
| 3M | -1.0% | -18.2% | +17.2% | +1.7% |
| 6M | +4.0% | -20.7% | +24.7% | +7.1% |
| YTD | +6.8% | -31.4% | +38.2% | +11.8% |
| 1Y | +5.3% | -22.3% | +27.5% | +7.9% |
| 3Y | +44.6% | +50.2% | -5.6% | +26.9% |
| 5Y | +44.2% | -22.1% | +66.3% | +39.4% |
| 10Y | +107.3% | +295.5% | -188.3% | +45.9% |
| All | +82.9% | +281.3% | -198.4% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling