-23.6%
FPS vs CAG
-23.6%
0.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.9% | -8.0% | -11.5% |
| 7D | +21.6% | -6.2% | +27.8% | +14.9% |
| 30D | -38.8% | +7.4% | -46.2% | -33.5% |
| 3M | -42.1% | -1.6% | -40.5% | -39.8% |
| 6M | -48.5% | +6.3% | -54.8% | -41.7% |
| All | -23.6% | -23.6% | 0.0% | -15.2% |
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