-22.6%
FPS vs CG
-24.3%
+1.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.5% | -21.8% | -18.4% |
| 7D | -23.3% | +9.4% | -32.8% | -25.5% |
| 30D | -42.4% | +8.7% | -51.1% | -43.8% |
| 3M | -43.0% | -15.0% | -28.1% | -37.7% |
| 6M | -44.5% | -13.2% | -31.3% | -39.3% |
| All | -22.6% | -24.3% | +1.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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