-47.5%
FPS vs CG
-13.9%
-33.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +6.6% | +9.4% | +13.9% |
| 7D | -8.0% | +3.0% | -11.0% | -8.2% |
| 30D | -43.5% | +10.1% | -53.7% | -43.9% |
| 3M | -41.6% | -10.8% | -30.8% | -37.5% |
| All | -47.5% | -13.9% | -33.5% | -40.7% |
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