+582.1%
FE vs CP
+4,720.7%
-4,138.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.9% |
| 7D | +1.7% | +5.6% | -3.9% | +0.3% |
| 30D | +8.1% | +10.0% | -1.9% | +5.5% |
| 3M | -1.3% | +4.4% | -5.7% | -2.5% |
| 6M | +2.9% | +14.1% | -11.2% | -0.7% |
| YTD | +8.6% | +29.1% | -20.5% | +1.3% |
| 1Y | +6.3% | +34.6% | -28.2% | -1.9% |
| 3Y | +45.1% | +29.8% | +15.4% | +33.2% |
| 5Y | +47.1% | +28.7% | +18.4% | +33.9% |
| 10Y | +110.6% | +267.3% | -156.7% | +46.5% |
| All | +582.1% | +4,720.7% | -4,138.6% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling