+122.7%
FE vs CPB
-40.1%
+162.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -0.4% | -4.1% | +3.7% | +0.6% |
| 30D | +3.6% | +16.9% | -13.3% | -0.4% |
| 3M | +0.3% | -0.6% | +0.9% | 0.0% |
| 6M | +6.4% | +11.4% | -5.0% | +2.7% |
| YTD | +8.1% | -14.8% | +23.0% | +11.3% |
| 1Y | +4.6% | -24.8% | +29.4% | +11.1% |
| 3Y | +49.1% | -36.6% | +85.7% | +63.9% |
| 5Y | +46.1% | -33.3% | +79.5% | +57.1% |
| 10Y | +122.7% | -40.4% | +163.1% | +124.5% |
| All | +122.7% | -40.1% | +162.9% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling