+46.3%
FE vs CP
+27.2%
+19.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.6% | +6.1% | -5.5% | -0.7% |
| 30D | +6.4% | +9.8% | -3.3% | +4.3% |
| 3M | -0.5% | +2.7% | -3.2% | -1.2% |
| 6M | +4.7% | +12.8% | -8.0% | +1.9% |
| YTD | +8.4% | +28.2% | -19.8% | +2.2% |
| 1Y | +7.2% | +34.1% | -26.9% | 0.0% |
| 3Y | +44.9% | +28.9% | +16.0% | +33.3% |
| 5Y | +46.3% | +27.1% | +19.2% | +33.1% |
| All | +46.3% | +27.2% | +19.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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