-31.6%
CPB vs FDS
-22.8%
-8.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.6% |
| 7D | +8.0% | -0.5% | +8.5% | +8.1% |
| 30D | +22.4% | +20.2% | +2.2% | +18.4% |
| 3M | +2.5% | +19.9% | -17.3% | -1.0% |
| 6M | +12.2% | +56.2% | -43.9% | +3.5% |
| YTD | -12.8% | +14.6% | -27.4% | -16.3% |
| 1Y | -19.2% | +31.6% | -50.8% | -24.1% |
| 3Y | -35.6% | -23.8% | -11.7% | -34.3% |
| All | -31.6% | -22.8% | -8.8% | -33.0% |
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 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