+104.9%
CB vs FDS
-21.2%
+126.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.2% |
| 7D | -1.0% | -2.1% | +1.1% | -0.6% |
| 30D | +7.3% | +16.0% | -8.7% | +4.1% |
| 3M | +7.0% | +18.8% | -11.8% | +3.0% |
| 6M | +16.3% | +54.1% | -37.8% | +5.3% |
| YTD | +19.7% | +17.0% | +2.7% | +15.3% |
| 1Y | +27.8% | +25.5% | +2.3% | +20.3% |
| 3Y | +72.0% | -23.3% | +95.3% | +86.8% |
| 5Y | +104.9% | -22.6% | +127.5% | +116.9% |
| All | +104.9% | -21.2% | +126.1% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling