+112.0%
CF vs FND
-61.6%
+173.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -3.2% | +7.7% | -10.9% | -3.2% |
| 30D | +4.3% | +11.9% | -7.5% | +4.3% |
| 3M | +2.8% | -14.6% | +17.4% | +3.0% |
| 6M | +0.6% | +0.5% | +0.2% | +0.3% |
| YTD | +56.6% | -15.8% | +72.5% | +57.3% |
| 1Y | +49.6% | -12.9% | +62.5% | +49.8% |
| 3Y | +61.5% | -34.2% | +95.6% | +62.7% |
| All | +112.0% | -61.6% | +173.6% | +138.7% |
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