+6.3%
FE vs CPB
-18.1%
+24.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.3% |
| 7D | 0.0% | +8.0% | -8.0% | -0.7% |
| 30D | +5.2% | +22.4% | -17.2% | +3.6% |
| 3M | 0.0% | +3.8% | -3.9% | -0.8% |
| 6M | +5.0% | +13.7% | -8.6% | +3.6% |
| YTD | +7.9% | -11.7% | +19.6% | +8.4% |
| 1Y | +6.3% | -18.1% | +24.5% | +7.0% |
| All | +6.3% | -18.1% | +24.4% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling