-65.0%
CBRS vs FND
+2.9%
-68.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.2% | +13.4% | +11.1% |
| 7D | +21.2% | -6.8% | +28.1% | +21.1% |
| 30D | -23.2% | +8.0% | -31.1% | -22.2% |
| 3M | -52.9% | -18.9% | -34.0% | -54.9% |
| All | -65.0% | +2.9% | -68.0% | -64.3% |
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