-22.1%
FPS vs CF
+27.4%
-49.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -0.1% | +16.1% | +16.0% |
| 7D | -8.0% | -0.9% | -7.1% | -7.7% |
| 30D | -43.5% | +6.9% | -50.5% | -40.9% |
| 3M | -41.6% | +4.8% | -46.5% | -38.8% |
| 6M | -44.0% | +4.7% | -48.7% | -41.2% |
| All | -22.1% | +27.4% | -49.5% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling