-38.4%
CPB vs FDS
-20.4%
-18.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.3% | +6.1% | +2.6% |
| 7D | -8.2% | -5.4% | -2.8% | -7.3% |
| 30D | -5.6% | +1.6% | -7.2% | -5.9% |
| 3M | +3.0% | +17.7% | -14.8% | -0.2% |
| 6M | -12.7% | +29.1% | -41.8% | -16.9% |
| YTD | -18.0% | +1.0% | -18.9% | -19.3% |
| 1Y | -31.7% | -21.6% | -10.1% | -30.3% |
| 3Y | -41.0% | -30.1% | -10.8% | -38.6% |
| 5Y | -38.4% | -20.7% | -17.6% | -39.8% |
| All | -38.4% | -20.4% | -18.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling