-22.6%
FPS vs CAI
+51.8%
-74.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.1% | -18.4% | -17.6% |
| 7D | -23.3% | -6.3% | -17.0% | -22.3% |
| 30D | -42.4% | +9.3% | -51.7% | -43.2% |
| 3M | -43.0% | +106.3% | -149.4% | -51.7% |
| 6M | -44.5% | +77.7% | -122.2% | -52.3% |
| All | -22.6% | +51.8% | -74.4% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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