-22.6%
FPS vs CAH
+21.3%
-43.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.6% | -20.9% | -16.5% |
| 7D | -23.3% | +7.0% | -30.3% | -22.4% |
| 30D | -42.4% | +12.4% | -54.8% | -41.6% |
| 3M | -43.0% | +12.2% | -55.2% | -42.3% |
| 6M | -44.5% | +33.2% | -77.7% | -48.9% |
| All | -22.6% | +21.3% | -43.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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