-25.9%
FPS vs CFG
+0.4%
-26.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.5% | -4.7% |
| 7D | -20.9% | +0.7% | -21.6% | -20.9% |
| 30D | -46.3% | +2.8% | -49.1% | -47.0% |
| 3M | -42.9% | -10.1% | -32.8% | -38.6% |
| 6M | -46.8% | +3.2% | -50.0% | -50.3% |
| All | -25.9% | +0.4% | -26.3% | -30.1% |
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