-67.5%
CBRS vs FN
-47.8%
-19.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.9% | +2.0% | +4.4% |
| 7D | +10.0% | +8.0% | +2.0% | +4.9% |
| 30D | -31.1% | -19.1% | -11.9% | -22.8% |
| 3M | -56.9% | -29.8% | -27.1% | -47.3% |
| All | -67.5% | -47.8% | -19.7% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling