-32.8%
FPS vs CP
+17.9%
-50.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.7% | +8.7% | +6.7% |
| 7D | -24.5% | +2.8% | -27.3% | -24.3% |
| 30D | -52.1% | +10.2% | -62.3% | -52.8% |
| 3M | -48.4% | +2.4% | -50.7% | -48.0% |
| 6M | -54.4% | +7.7% | -62.0% | -56.3% |
| All | -32.8% | +17.9% | -50.7% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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