+84.3%
FE vs CG
+351.2%
-266.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.3% |
| 7D | +1.9% | -4.3% | +6.3% | +2.6% |
| 30D | -1.2% | -5.1% | +3.9% | -0.5% |
| 3M | +3.5% | +8.7% | -5.2% | +1.9% |
| 6M | -6.1% | -9.2% | +3.2% | -5.2% |
| YTD | +7.6% | -18.9% | +26.5% | +10.1% |
| 1Y | +11.9% | -25.6% | +37.6% | +15.7% |
| 3Y | +48.4% | +57.3% | -8.8% | +30.1% |
| 5Y | +44.8% | +10.2% | +34.6% | +31.6% |
| 10Y | +115.9% | +364.2% | -248.3% | +48.6% |
| All | +84.3% | +351.2% | -266.9% | +26.7% |
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