+787.7%
CB vs FN
+3,620.5%
-2,832.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.1% | -2.2% |
| 7D | +0.5% | -1.7% | +2.2% | +0.6% |
| 30D | -3.1% | -22.0% | +18.9% | -1.6% |
| 3M | +9.0% | -43.0% | +52.0% | +12.8% |
| 6M | +2.9% | -27.7% | +30.6% | +3.5% |
| YTD | +10.1% | -10.5% | +20.6% | +8.1% |
| 1Y | +22.8% | +12.5% | +10.3% | +17.2% |
| 3Y | +73.8% | +153.8% | -80.0% | +45.6% |
| 5Y | +99.2% | +288.0% | -188.8% | +54.7% |
| 10Y | +218.2% | +906.4% | -688.2% | +115.0% |
| All | +787.7% | +3,620.5% | -2,832.9% | +390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling