+521.1%
CF vs FND
+66.0%
+455.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -5.0% | -3.5% |
| 7D | +6.0% | -5.2% | +11.2% | +6.7% |
| 30D | +14.8% | -19.9% | +34.7% | +18.4% |
| 3M | +14.1% | +2.7% | +11.3% | +12.3% |
| 6M | +28.5% | -21.7% | +50.2% | +31.1% |
| YTD | +74.9% | -17.5% | +92.5% | +75.9% |
| 1Y | +61.7% | -39.3% | +101.0% | +71.8% |
| 3Y | +80.3% | -49.8% | +130.1% | +91.4% |
| 5Y | +226.0% | -60.1% | +286.0% | +248.0% |
| All | +521.1% | +66.0% | +455.1% | +341.9% |
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