+71.8%
CB vs FND
-36.7%
+108.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.2% | +7.7% | -7.4% | 0.0% |
| 30D | +9.1% | +11.9% | -2.8% | +8.7% |
| 3M | +3.4% | -14.6% | +18.0% | +3.5% |
| 6M | +14.1% | +0.5% | +13.6% | +13.8% |
| YTD | +18.0% | -15.8% | +33.8% | +18.0% |
| 1Y | +30.1% | -12.9% | +43.1% | +30.0% |
| 3Y | +71.8% | -34.2% | +105.9% | +82.5% |
| All | +71.8% | -36.7% | +108.5% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling