+8.1%
FPS vs CAG
-19.7%
+27.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +1.9% |
| 7D | +3.1% | -3.8% | +6.9% | +1.0% |
| 30D | -18.6% | +3.1% | -21.7% | -17.0% |
| 3M | -51.5% | +23.5% | -74.9% | -45.5% |
| 6M | -8.5% | -14.8% | +6.3% | +0.3% |
| All | +8.1% | -19.7% | +27.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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