+482.6%
CF vs FND
+57.9%
+424.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | +4.8% | -6.8% | +11.6% | +5.8% |
| 30D | +4.7% | +8.0% | -3.3% | +3.0% |
| 3M | +7.4% | -18.9% | +26.3% | +10.0% |
| 6M | +0.6% | +4.7% | -4.1% | -2.2% |
| YTD | +64.1% | -21.6% | +85.7% | +65.2% |
| 1Y | +51.4% | -22.0% | +73.4% | +52.4% |
| 3Y | +67.8% | -40.4% | +108.2% | +70.3% |
| 5Y | +114.1% | -63.8% | +177.9% | +132.9% |
| All | +482.6% | +57.9% | +424.8% | +315.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling