+11.4%
FPS vs CAH
+11.3%
+0.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.6% |
| 7D | +10.4% | +0.5% | +9.9% | +10.2% |
| 30D | -16.5% | +1.7% | -18.3% | -17.0% |
| 3M | -45.5% | +17.9% | -63.4% | -49.0% |
| 6M | +2.1% | +10.9% | -8.9% | -0.9% |
| All | +11.4% | +11.3% | +0.1% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling