+102.2%
FE vs CPB
-38.3%
+140.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -1.0% | +8.0% | -9.0% | -2.9% |
| 30D | +4.1% | +22.4% | -18.2% | -1.0% |
| 3M | -1.0% | +2.5% | -3.5% | -2.1% |
| 6M | +4.0% | +12.2% | -8.2% | +0.2% |
| YTD | +6.8% | -12.8% | +19.6% | +9.3% |
| 1Y | +5.3% | -19.2% | +24.5% | +9.8% |
| 3Y | +44.6% | -35.6% | +80.1% | +58.4% |
| 5Y | +44.2% | -31.4% | +75.6% | +54.0% |
| All | +102.2% | -38.3% | +140.5% | +98.6% |
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