+231.6%
CP vs FND
+70.0%
+161.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +0.5% |
| 7D | +2.8% | +6.8% | -4.0% | +1.3% |
| 30D | +11.0% | +13.1% | -2.0% | +7.9% |
| 3M | +3.8% | -13.1% | +16.9% | +6.5% |
| 6M | +9.5% | -0.6% | +10.0% | +8.2% |
| YTD | +28.2% | -15.5% | +43.7% | +30.3% |
| 1Y | +33.0% | -13.7% | +46.6% | +34.3% |
| 3Y | +35.5% | -35.0% | +70.5% | +41.7% |
| 5Y | +25.8% | -60.1% | +85.9% | +39.4% |
| All | +231.6% | +70.0% | +161.6% | +167.2% |
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