+81.3%
FN vs CPB
-35.1%
+116.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +0.7% | -15.0% | -13.9% |
| 7D | -16.0% | +11.6% | -27.5% | -10.9% |
| 30D | -40.1% | +23.3% | -63.4% | -32.9% |
| 3M | -43.9% | +1.6% | -45.5% | -41.9% |
| 6M | -55.6% | +13.9% | -69.6% | -51.1% |
| YTD | -35.7% | -11.7% | -24.0% | -34.8% |
| 1Y | -39.8% | -18.2% | -21.6% | -40.7% |
| All | +81.3% | -35.1% | +116.5% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling