+189.2%
CB vs FND
+66.0%
+123.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.2% |
| 7D | +0.5% | -5.2% | +5.7% | +1.2% |
| 30D | -3.1% | -19.9% | +16.8% | -0.2% |
| 3M | +9.0% | +2.7% | +6.2% | +7.8% |
| 6M | +2.9% | -21.7% | +24.5% | +5.4% |
| YTD | +10.1% | -17.5% | +27.6% | +11.5% |
| 1Y | +22.8% | -39.3% | +62.1% | +29.8% |
| 3Y | +73.8% | -49.8% | +123.6% | +83.2% |
| 5Y | +99.2% | -60.1% | +159.2% | +110.7% |
| All | +189.2% | +66.0% | +123.2% | +126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling