+232.9%
CP vs FND
+57.9%
+175.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +2.1% | -6.8% | +9.0% | +3.7% |
| 30D | +9.3% | +8.0% | +1.3% | +7.2% |
| 3M | +0.5% | -18.9% | +19.4% | +4.6% |
| 6M | +10.4% | +4.7% | +5.7% | +7.8% |
| YTD | +28.7% | -21.6% | +50.3% | +32.8% |
| 1Y | +33.2% | -22.0% | +55.2% | +37.4% |
| 3Y | +38.4% | -40.4% | +78.9% | +47.4% |
| 5Y | +26.2% | -63.8% | +90.0% | +42.8% |
| All | +232.9% | +57.9% | +175.0% | +172.4% |
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