+24.4%
CP vs FND
-61.6%
+86.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +2.8% | +7.7% | -4.9% | +1.1% |
| 30D | +10.2% | +11.9% | -1.6% | +7.4% |
| 3M | +2.4% | -14.6% | +16.9% | +5.2% |
| 6M | +7.7% | +0.5% | +7.2% | +6.2% |
| YTD | +26.0% | -15.8% | +41.8% | +28.1% |
| 1Y | +34.6% | -12.9% | +47.6% | +35.7% |
| 3Y | +26.7% | -34.2% | +60.8% | +32.5% |
| All | +24.4% | -61.6% | +86.0% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling