+102.4%
FN vs CPB
-36.0%
+138.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.3% | +12.9% | +11.0% |
| 7D | 0.0% | +8.0% | -8.0% | +4.3% |
| 30D | -34.3% | +22.4% | -56.7% | -26.6% |
| 3M | -39.9% | +2.5% | -42.4% | -37.5% |
| 6M | -51.8% | +12.2% | -64.0% | -47.2% |
| YTD | -28.1% | -12.8% | -15.3% | -27.7% |
| 1Y | -29.1% | -19.2% | -9.9% | -30.5% |
| 3Y | +102.4% | -35.6% | +138.0% | +83.6% |
| All | +102.4% | -36.0% | +138.4% | +83.6% |
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 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