-42.1%
CPB vs FDS
+127.0%
-169.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | -5.8% | -2.6% | -3.2% | -5.3% |
| 30D | +16.5% | +14.1% | +2.4% | +13.4% |
| 3M | -1.1% | +19.8% | -20.9% | -5.0% |
| 6M | +11.5% | +55.0% | -43.5% | +1.3% |
| YTD | -15.7% | +15.9% | -31.6% | -19.5% |
| 1Y | -24.7% | +24.2% | -48.9% | -29.1% |
| 3Y | -37.3% | -24.0% | -13.3% | -35.3% |
| 5Y | -35.0% | -23.3% | -11.7% | -33.9% |
| All | -42.1% | +127.0% | -169.1% | -51.8% |
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