+474.0%
CF vs FND
+68.8%
+405.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | +10.4% | -4.4% | +14.8% | +11.0% |
| 30D | +7.6% | +14.5% | -7.0% | +5.0% |
| 3M | +5.2% | -15.6% | +20.8% | +7.1% |
| 6M | -0.1% | +4.7% | -4.8% | -2.7% |
| YTD | +61.7% | -16.1% | +77.8% | +61.3% |
| 1Y | +50.3% | -16.0% | +66.3% | +49.7% |
| 3Y | +66.0% | -35.5% | +101.5% | +66.4% |
| 5Y | +114.5% | -60.5% | +175.0% | +129.8% |
| All | +474.0% | +68.8% | +405.2% | +305.3% |
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 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