+581.0%
FE vs CP
+4,687.5%
-4,106.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.6% | +6.1% | -5.5% | -0.9% |
| 30D | +6.4% | +9.8% | -3.3% | +3.9% |
| 3M | -0.5% | +2.7% | -3.2% | -1.3% |
| 6M | +4.7% | +12.8% | -8.0% | +1.4% |
| YTD | +8.4% | +28.2% | -19.8% | +1.3% |
| 1Y | +7.2% | +34.1% | -26.9% | -1.0% |
| 3Y | +44.9% | +28.9% | +16.0% | +33.2% |
| 5Y | +46.3% | +27.1% | +19.2% | +33.6% |
| 10Y | +110.3% | +264.8% | -154.5% | +46.5% |
| All | +581.0% | +4,687.5% | -4,106.5% | +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