+221.5%
CP vs FND
+58.4%
+163.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.5% |
| 7D | +2.4% | +0.4% | +2.1% | +2.3% |
| 30D | -0.5% | -23.6% | +23.0% | +5.2% |
| 3M | +1.4% | +4.3% | -2.9% | -0.4% |
| 6M | +10.3% | -20.3% | +30.6% | +14.3% |
| YTD | +24.3% | -21.3% | +45.6% | +28.7% |
| 1Y | +20.4% | -45.4% | +65.8% | +34.5% |
| 3Y | +21.8% | -48.9% | +70.6% | +34.1% |
| 5Y | +31.5% | -61.0% | +92.5% | +46.6% |
| All | +221.5% | +58.4% | +163.1% | +163.9% |
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 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