+243.0%
CB vs FDS
+135.1%
+107.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.5% | -5.0% | +3.5% | +0.1% |
| 30D | +6.5% | +13.8% | -7.2% | +2.1% |
| 3M | +4.1% | +14.8% | -10.8% | -1.1% |
| 6M | +14.4% | +47.4% | -33.0% | -1.1% |
| YTD | +17.5% | +14.2% | +3.4% | +9.7% |
| 1Y | +27.5% | +26.6% | +0.9% | +14.0% |
| 3Y | +71.6% | -24.4% | +96.0% | +85.0% |
| 5Y | +100.6% | -22.6% | +123.3% | +109.9% |
| 10Y | +243.0% | +130.0% | +113.0% | +132.7% |
| All | +243.0% | +135.1% | +107.9% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling