+208.7%
CB vs FND
+76.3%
+132.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.0% |
| 7D | -1.5% | +8.5% | -10.0% | -2.7% |
| 30D | +6.5% | +17.2% | -10.7% | +4.0% |
| 3M | +4.1% | -14.9% | +19.0% | +6.1% |
| 6M | +14.4% | +3.1% | +11.3% | +12.7% |
| YTD | +17.5% | -12.4% | +29.9% | +17.7% |
| 1Y | +27.5% | -10.0% | +37.6% | +27.1% |
| 3Y | +71.6% | -31.3% | +102.9% | +71.2% |
| 5Y | +100.6% | -60.3% | +160.9% | +113.6% |
| All | +208.7% | +76.3% | +132.4% | +139.2% |
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