+826.4%
FN vs CPB
-39.9%
+866.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.2% | +13.0% | +11.7% |
| 7D | +16.3% | +3.3% | +13.0% | +16.7% |
| 30D | -24.7% | +19.0% | -43.7% | -23.4% |
| 3M | -34.9% | +0.4% | -35.4% | -34.4% |
| 6M | -41.1% | +13.0% | -54.1% | -40.2% |
| YTD | -19.6% | -12.7% | -6.9% | -18.6% |
| 1Y | -18.5% | -20.9% | +2.4% | -17.5% |
| 3Y | +119.1% | -35.4% | +154.5% | +120.3% |
| 5Y | +206.9% | -32.3% | +239.2% | +204.8% |
| 10Y | +826.4% | -40.5% | +867.0% | +857.3% |
| All | +826.4% | -39.9% | +866.4% | +857.3% |
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