-40.5%
CPB vs FDS
+135.1%
-175.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +3.3% | -5.0% | +8.2% | +4.4% |
| 30D | +19.0% | +13.8% | +5.2% | +15.9% |
| 3M | +0.4% | +14.8% | -14.4% | -2.6% |
| 6M | +13.0% | +47.4% | -34.4% | +3.8% |
| YTD | -12.7% | +14.2% | -26.9% | -16.3% |
| 1Y | -20.9% | +26.6% | -47.5% | -25.8% |
| 3Y | -35.4% | -24.4% | -11.0% | -33.2% |
| 5Y | -32.3% | -22.6% | -9.6% | -31.3% |
| 10Y | -40.5% | +130.0% | -170.5% | -48.7% |
| All | -40.5% | +135.1% | -175.7% | -48.7% |
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