+113.9%
FE vs CPB
-47.3%
+161.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.3% |
| 7D | +1.9% | -8.6% | +10.5% | +4.1% |
| 30D | -1.2% | -7.2% | +6.1% | +0.5% |
| 3M | +3.5% | +0.9% | +2.6% | +2.7% |
| 6M | -6.1% | -11.8% | +5.7% | -3.8% |
| YTD | +7.6% | -19.4% | +27.0% | +12.6% |
| 1Y | +11.9% | -30.4% | +42.3% | +21.5% |
| 3Y | +48.4% | -40.2% | +88.6% | +66.1% |
| 5Y | +44.8% | -39.5% | +84.3% | +60.2% |
| All | +113.9% | -47.3% | +161.2% | +133.8% |
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