+51.5%
FE vs CPB
-40.0%
+91.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | 0.0% |
| 7D | +1.9% | -8.6% | +10.5% | +3.5% |
| 30D | -1.2% | -7.2% | +6.1% | 0.0% |
| 3M | +3.5% | +0.9% | +2.6% | +2.8% |
| 6M | -6.1% | -11.8% | +5.7% | -4.2% |
| YTD | +7.6% | -19.4% | +27.0% | +11.7% |
| 1Y | +11.9% | -30.4% | +42.3% | +19.9% |
| All | +51.5% | -40.0% | +91.5% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling