+71.4%
CB vs FDS
-24.9%
+96.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +0.7% | -2.0% | +2.7% | +1.0% |
| 30D | +8.2% | +13.5% | -5.3% | +6.1% |
| 3M | +6.3% | +15.2% | -8.9% | +3.8% |
| 6M | +16.2% | +47.0% | -30.9% | +8.6% |
| YTD | +19.3% | +13.9% | +5.4% | +17.3% |
| 1Y | +29.2% | +25.2% | +4.0% | +23.7% |
| 3Y | +71.4% | -25.3% | +96.8% | +90.3% |
| All | +71.4% | -24.9% | +96.4% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling