+693.0%
FN vs CPB
-38.9%
+731.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.2% | -10.5% | -7.0% |
| 7D | +0.3% | -1.6% | +1.8% | +0.2% |
| 30D | -16.5% | +19.2% | -35.7% | -15.0% |
| 3M | -42.1% | -0.9% | -41.2% | -41.7% |
| 6M | -52.9% | +15.2% | -68.1% | -52.1% |
| YTD | -28.0% | -13.1% | -14.9% | -27.1% |
| 1Y | -18.5% | -22.4% | +3.9% | -17.5% |
| 3Y | +93.9% | -35.3% | +129.2% | +94.7% |
| 5Y | +170.5% | -33.0% | +203.5% | +168.8% |
| All | +693.0% | -38.9% | +731.9% | +746.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling