+6.9%
FPS vs CAG
-21.6%
+28.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.6% |
| 7D | +5.3% | -6.6% | +11.9% | +1.4% |
| 30D | -17.6% | +2.3% | -19.9% | -16.4% |
| 3M | -45.8% | +16.3% | -62.1% | -40.6% |
| 6M | -10.1% | -16.0% | +5.9% | -2.3% |
| All | +6.9% | -21.6% | +28.4% | +14.9% |
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