+185.0%
CB vs FND
+58.4%
+126.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.1% | -0.8% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -3.9% | -23.6% | +19.7% | -0.3% |
| 3M | +4.9% | +4.3% | +0.6% | +3.6% |
| 6M | +3.3% | -20.3% | +23.5% | +5.5% |
| YTD | +8.5% | -21.3% | +29.8% | +10.6% |
| 1Y | +22.1% | -45.4% | +67.4% | +31.1% |
| 3Y | +70.1% | -48.9% | +119.0% | +78.4% |
| 5Y | +97.4% | -61.0% | +158.4% | +109.1% |
| All | +185.0% | +58.4% | +126.6% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling