+32.2%
CP vs FND
-60.0%
+92.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -2.7% | -5.2% | +2.5% | -1.6% |
| 30D | +0.2% | -19.9% | +20.0% | +4.7% |
| 3M | +2.6% | +2.7% | -0.2% | +1.2% |
| 6M | +6.0% | -21.7% | +27.6% | +10.2% |
| YTD | +24.9% | -17.5% | +42.4% | +28.0% |
| 1Y | +20.1% | -39.3% | +59.4% | +30.7% |
| 3Y | +16.4% | -49.8% | +66.2% | +28.1% |
| All | +32.2% | -60.0% | +92.2% | +40.2% |
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