+210.0%
CB vs FND
+69.4%
+140.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.2% | +7.7% | -7.4% | -0.9% |
| 30D | +9.1% | +11.9% | -2.8% | +7.2% |
| 3M | +3.4% | -14.6% | +18.0% | +5.3% |
| 6M | +14.1% | +0.5% | +13.6% | +12.8% |
| YTD | +18.0% | -15.8% | +33.8% | +18.9% |
| 1Y | +30.1% | -12.9% | +43.1% | +30.3% |
| 3Y | +71.8% | -34.2% | +105.9% | +72.4% |
| 5Y | +101.8% | -61.6% | +163.4% | +115.7% |
| All | +210.0% | +69.4% | +140.6% | +141.6% |
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