-52.7%
FPS vs CF
+0.6%
-53.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | +6.2% | -25.0% | -15.0% |
| 7D | -35.8% | +0.4% | -36.2% | -34.2% |
| 30D | -56.0% | +2.2% | -58.2% | -54.2% |
| 3M | -52.7% | +2.1% | -54.8% | -51.3% |
| All | -52.7% | +0.6% | -53.3% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3mo: compounded portfolio wealth divided by compounded CF 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…
3mo analysis · Full analysis span regression · Available span rolling