+104.2%
FE vs CPB
-37.5%
+141.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.1% |
| 7D | 0.0% | +8.0% | -8.0% | -1.9% |
| 30D | +5.2% | +22.4% | -17.2% | 0.0% |
| 3M | 0.0% | +3.8% | -3.9% | -1.4% |
| 6M | +5.0% | +13.7% | -8.6% | +0.9% |
| YTD | +7.9% | -11.7% | +19.6% | +10.1% |
| 1Y | +6.3% | -18.1% | +24.5% | +10.5% |
| 3Y | +46.0% | -34.7% | +80.8% | +59.5% |
| 5Y | +45.6% | -30.6% | +76.2% | +55.1% |
| All | +104.2% | -37.5% | +141.8% | +99.9% |
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