-54.4%
FPS vs CG
-23.0%
-31.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.7% | +7.6% | +7.1% |
| 7D | -24.5% | -1.2% | -23.3% | -23.6% |
| 30D | -52.1% | +5.0% | -57.1% | -51.9% |
| 3M | -48.4% | -18.2% | -30.2% | -42.9% |
| 6M | -54.4% | -20.7% | -33.6% | -43.2% |
| All | -54.4% | -23.0% | -31.3% | -43.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling