+576.2%
FE vs CP
+4,567.1%
-3,990.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +1.9% | -2.7% | +4.6% | +2.6% |
| 30D | -1.2% | +0.2% | -1.3% | -1.3% |
| 3M | +3.5% | +2.6% | +0.9% | +2.7% |
| 6M | -6.1% | +6.0% | -12.0% | -7.7% |
| YTD | +7.6% | +24.9% | -17.3% | +1.3% |
| 1Y | +11.9% | +20.1% | -8.2% | +6.2% |
| 3Y | +48.4% | +16.4% | +32.0% | +40.1% |
| 5Y | +44.8% | +31.7% | +13.1% | +31.1% |
| 10Y | +115.9% | +223.9% | -108.0% | +54.7% |
| All | +576.2% | +4,567.1% | -3,990.8% | +174.0% |
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