-46.7%
CPB vs FDS
+64.8%
-111.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -1.8% | -14.0% | +12.2% | +1.3% |
| 30D | -7.1% | -6.2% | -0.9% | -5.9% |
| 3M | -6.0% | +10.2% | -16.2% | -8.0% |
| 6M | -5.3% | +27.4% | -32.7% | -10.4% |
| YTD | -20.8% | -9.3% | -11.6% | -20.3% |
| 1Y | -33.8% | -28.6% | -5.2% | -30.3% |
| 3Y | -43.7% | -36.8% | -6.9% | -39.6% |
| 5Y | -40.7% | -28.6% | -12.1% | -39.0% |
| All | -46.7% | +64.8% | -111.5% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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