+4,052.8%
CB vs FDS
+10,327.4%
-6,274.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.8% |
| 7D | +0.2% | -0.5% | +0.8% | +0.4% |
| 30D | +9.1% | +20.2% | -11.1% | +3.8% |
| 3M | +3.4% | +19.9% | -16.4% | -1.9% |
| 6M | +14.1% | +56.2% | -42.1% | 0.0% |
| YTD | +18.0% | +14.6% | +3.5% | +10.8% |
| 1Y | +30.1% | +31.6% | -1.5% | +17.5% |
| 3Y | +71.8% | -23.8% | +95.6% | +77.7% |
| 5Y | +101.8% | -22.6% | +124.4% | +105.7% |
| 10Y | +252.1% | +139.3% | +112.8% | +164.8% |
| All | +4,052.8% | +10,327.4% | -6,274.7% | +1,498.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling