-22.6%
FPS vs CNP
+3.1%
-25.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.5% | -13.8% | -18.0% |
| 7D | -23.3% | -1.3% | -22.0% | -23.2% |
| 30D | -42.4% | +8.7% | -51.1% | -40.7% |
| 3M | -43.0% | -0.7% | -42.3% | -43.7% |
| 6M | -44.5% | -4.2% | -40.3% | -46.1% |
| All | -22.6% | +3.1% | -25.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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