+12.5%
FN vs CPB
-32.6%
+45.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +1.4% |
| 7D | -1.7% | -8.6% | +6.9% | -6.0% |
| 30D | -22.0% | -7.2% | -14.7% | -24.5% |
| 3M | -43.0% | +0.9% | -43.9% | -41.7% |
| 6M | -27.7% | -11.8% | -15.9% | -29.0% |
| YTD | -10.5% | -19.4% | +8.9% | -13.7% |
| 1Y | +12.5% | -30.4% | +42.9% | +5.4% |
| All | +12.5% | -32.6% | +45.1% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling