+3,689.8%
FN vs CPB
+0.1%
+3,689.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +3.3% |
| 7D | -1.7% | -8.6% | +6.9% | -1.3% |
| 30D | -22.0% | -7.2% | -14.7% | -21.8% |
| 3M | -43.0% | +0.9% | -43.9% | -43.3% |
| 6M | -27.7% | -11.8% | -15.9% | -27.3% |
| YTD | -10.5% | -19.4% | +8.9% | -9.2% |
| 1Y | +12.5% | -30.4% | +42.9% | +15.7% |
| 3Y | +153.8% | -40.2% | +194.0% | +159.9% |
| 5Y | +288.0% | -39.5% | +327.5% | +290.8% |
| 10Y | +906.4% | -47.4% | +953.8% | +943.8% |
| All | +3,689.8% | +0.1% | +3,689.7% | +2,112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling