-32.8%
FPS vs CPB
-16.4%
-16.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.3% | +8.3% | +6.0% |
| 7D | -24.5% | +8.0% | -32.5% | -19.6% |
| 30D | -52.1% | +22.4% | -74.5% | -44.5% |
| 3M | -48.4% | +2.5% | -50.9% | -44.0% |
| 6M | -54.4% | +12.2% | -66.6% | -49.2% |
| All | -32.8% | -16.4% | -16.4% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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