-25.9%
FPS vs CAI
+11.7%
-37.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.5% | -0.5% | -3.7% |
| 7D | -20.9% | -25.6% | +4.8% | -13.6% |
| 30D | -46.3% | -17.7% | -28.6% | -42.2% |
| 3M | -42.9% | +4.4% | -47.3% | -41.6% |
| 6M | -46.8% | +51.3% | -98.1% | -51.1% |
| All | -25.9% | +11.7% | -37.6% | -27.5% |
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