+107.8%
CB vs FND
-63.9%
+171.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | +2.9% | -6.8% | +9.8% | +3.4% |
| 30D | +7.3% | +8.0% | -0.7% | +6.7% |
| 3M | +9.4% | -18.9% | +28.3% | +10.6% |
| 6M | +19.6% | +4.7% | +14.9% | +18.7% |
| YTD | +21.5% | -21.6% | +43.1% | +22.4% |
| 1Y | +28.0% | -22.0% | +50.0% | +28.9% |
| 3Y | +74.9% | -40.4% | +115.3% | +75.5% |
| All | +107.8% | -63.9% | +171.7% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling