-22.1%
FPS vs CAG
-19.7%
-2.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.3% | +15.7% | +16.3% |
| 7D | -8.0% | +4.6% | -12.6% | -2.4% |
| 30D | -43.5% | +14.7% | -58.2% | -35.4% |
| 3M | -41.6% | +2.4% | -44.0% | -36.8% |
| 6M | -44.0% | +10.7% | -54.7% | -33.8% |
| All | -22.1% | -19.7% | -2.3% | -9.5% |
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