+101.0%
CB vs FDS
-17.4%
+118.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.2% |
| 7D | +0.5% | -1.9% | +2.4% | +0.9% |
| 30D | -3.1% | +9.0% | -12.1% | -4.9% |
| 3M | +9.0% | +18.9% | -9.9% | +4.6% |
| 6M | +2.9% | +35.1% | -32.3% | -4.5% |
| YTD | +10.1% | +5.5% | +4.6% | +8.5% |
| 1Y | +22.8% | -16.8% | +39.6% | +29.3% |
| 3Y | +73.8% | -28.1% | +101.9% | +90.3% |
| All | +101.0% | -17.4% | +118.4% | +118.1% |
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