+755.5%
FN vs CPB
-40.8%
+796.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.2% |
| 7D | +20.8% | -5.8% | +26.6% | +20.1% |
| 30D | -17.3% | +16.5% | -33.8% | -16.0% |
| 3M | -38.1% | -1.1% | -37.0% | -37.8% |
| 6M | -44.2% | +11.5% | -55.7% | -43.6% |
| YTD | -22.3% | -15.7% | -6.5% | -21.6% |
| 1Y | -20.9% | -24.7% | +3.7% | -20.3% |
| 3Y | +111.1% | -37.3% | +148.4% | +111.2% |
| 5Y | +191.8% | -35.0% | +226.9% | +189.0% |
| All | +755.5% | -40.8% | +796.3% | +810.0% |
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