+875.3%
CB vs FN
+3,020.0%
-2,144.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +2.5% |
| 7D | +5.3% | -7.0% | +12.2% | +5.6% |
| 30D | +13.2% | -24.7% | +37.9% | +15.2% |
| 3M | +7.8% | -35.7% | +43.4% | +10.5% |
| 6M | +15.8% | -52.4% | +68.2% | +20.7% |
| YTD | +21.0% | -25.0% | +45.9% | +19.7% |
| 1Y | +32.2% | -25.7% | +57.8% | +30.5% |
| 3Y | +76.7% | +110.2% | -33.5% | +49.6% |
| 5Y | +110.4% | +192.3% | -82.0% | +67.2% |
| 10Y | +261.0% | +812.3% | -551.3% | +144.2% |
| All | +875.3% | +3,020.0% | -2,144.7% | +443.6% |
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