+289.3%
FN vs CPB
-39.5%
+328.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +2.2% |
| 7D | -1.7% | -8.6% | +6.9% | -4.0% |
| 30D | -22.0% | -7.2% | -14.7% | -23.4% |
| 3M | -43.0% | +0.9% | -43.9% | -42.3% |
| 6M | -27.7% | -11.8% | -15.9% | -28.5% |
| YTD | -10.5% | -19.4% | +8.9% | -12.8% |
| 1Y | +12.5% | -30.4% | +42.9% | +7.2% |
| 3Y | +153.8% | -40.2% | +194.0% | +134.1% |
| All | +289.3% | -39.5% | +328.8% | +257.5% |
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