+456.1%
CF vs FND
+69.4%
+386.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -3.2% | +7.7% | -10.9% | -4.4% |
| 30D | +4.3% | +11.9% | -7.5% | +2.2% |
| 3M | +2.8% | -14.6% | +17.4% | +4.5% |
| 6M | +0.6% | +0.5% | +0.2% | -1.3% |
| YTD | +56.6% | -15.8% | +72.5% | +56.2% |
| 1Y | +49.6% | -12.9% | +62.5% | +48.1% |
| 3Y | +61.5% | -34.2% | +95.6% | +61.2% |
| 5Y | +124.0% | -61.6% | +185.5% | +142.0% |
| All | +456.1% | +69.4% | +386.7% | +292.5% |
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