+452.3%
CF vs FND
+70.1%
+382.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.6% | +9.8% | +6.7% |
| 7D | +0.4% | +2.2% | -1.8% | -0.2% |
| 30D | +2.2% | +9.6% | -7.4% | +0.4% |
| 3M | +2.1% | -17.9% | +20.0% | +4.4% |
| 6M | -6.5% | +6.6% | -13.1% | -9.4% |
| YTD | +55.6% | -15.5% | +71.0% | +55.1% |
| 1Y | +42.3% | -16.2% | +58.5% | +41.9% |
| 3Y | +55.7% | -36.3% | +92.0% | +56.7% |
| 5Y | +122.4% | -61.4% | +183.8% | +140.2% |
| All | +452.3% | +70.1% | +382.1% | +289.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling