+246.7%
CB vs FDS
+127.5%
+119.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +0.7% | -2.0% | +2.7% | +1.3% |
| 30D | +8.2% | +13.5% | -5.3% | +3.8% |
| 3M | +6.3% | +15.2% | -8.9% | +0.9% |
| 6M | +16.2% | +47.0% | -30.9% | +0.5% |
| YTD | +19.3% | +13.9% | +5.4% | +11.5% |
| 1Y | +29.2% | +25.2% | +4.0% | +16.0% |
| 3Y | +71.4% | -25.3% | +96.8% | +85.8% |
| 5Y | +104.2% | -23.3% | +127.5% | +114.5% |
| 10Y | +246.7% | +126.0% | +120.6% | +136.7% |
| All | +246.7% | +127.5% | +119.2% | +136.7% |
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