+173.5%
FN vs CPB
-31.3%
+204.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.3% | +12.9% | +11.2% |
| 7D | 0.0% | +8.0% | -8.0% | +2.9% |
| 30D | -34.3% | +22.4% | -56.7% | -29.2% |
| 3M | -39.9% | +2.5% | -42.4% | -38.1% |
| 6M | -51.8% | +12.2% | -64.0% | -48.8% |
| YTD | -28.1% | -12.8% | -15.3% | -27.1% |
| 1Y | -29.1% | -19.2% | -9.9% | -29.0% |
| 3Y | +102.4% | -35.6% | +138.0% | +93.8% |
| All | +173.5% | -31.3% | +204.8% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling