-32.8%
FPS vs CFG
-2.1%
-30.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.9% | +7.5% |
| 7D | -24.5% | -0.9% | -23.6% | -24.0% |
| 30D | -52.1% | +1.1% | -53.1% | -52.3% |
| 3M | -48.4% | -12.0% | -36.4% | -43.9% |
| 6M | -54.4% | -2.2% | -52.1% | -55.1% |
| All | -32.8% | -2.1% | -30.7% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling