-22.1%
FPS vs CFG
+0.8%
-22.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.9% | +13.1% | +14.1% |
| 7D | -8.0% | +0.3% | -8.2% | -7.9% |
| 30D | -43.5% | +3.2% | -46.8% | -44.4% |
| 3M | -41.6% | -9.7% | -31.9% | -37.4% |
| 6M | -44.0% | +3.6% | -47.7% | -47.8% |
| All | -22.1% | +0.8% | -22.9% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling