+32.2%
CB vs FDS
+31.1%
+1.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.8% |
| 7D | +5.3% | +9.4% | -4.2% | +4.3% |
| 30D | +13.2% | +23.8% | -10.6% | +10.8% |
| 3M | +7.8% | +25.1% | -17.4% | +5.3% |
| 6M | +15.8% | +53.8% | -38.0% | +11.0% |
| YTD | +21.0% | +19.6% | +1.4% | +18.7% |
| 1Y | +32.2% | +31.6% | +0.5% | +25.9% |
| All | +32.2% | +31.1% | +1.1% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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