+105.5%
CB vs FN
+148.3%
-42.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.2% | +13.6% | -0.8% |
| 7D | +2.6% | -16.0% | +18.6% | +2.5% |
| 30D | +11.2% | -40.1% | +51.3% | +10.9% |
| 3M | +5.7% | -43.9% | +49.6% | +5.5% |
| 6M | +15.9% | -55.6% | +71.5% | +15.7% |
| YTD | +20.2% | -35.7% | +55.8% | +19.1% |
| 1Y | +32.4% | -39.8% | +72.2% | +31.3% |
| 3Y | +75.5% | +80.3% | -4.8% | +58.9% |
| 5Y | +105.5% | +143.3% | -37.8% | +70.8% |
| All | +105.5% | +148.3% | -42.8% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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