+3,078.0%
FN vs CPB
+8.9%
+3,069.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.9% | -11.9% | -6.1% |
| 7D | -7.0% | +13.0% | -20.0% | -7.3% |
| 30D | -24.7% | +20.5% | -45.2% | -25.2% |
| 3M | -35.7% | +2.2% | -37.9% | -35.6% |
| 6M | -52.4% | +15.4% | -67.8% | -52.9% |
| YTD | -25.0% | -12.3% | -12.6% | -24.0% |
| 1Y | -25.7% | -18.0% | -7.7% | -24.3% |
| 3Y | +110.2% | -35.7% | +145.9% | +115.9% |
| 5Y | +192.3% | -31.4% | +223.8% | +191.3% |
| 10Y | +812.3% | -37.6% | +849.8% | +808.6% |
| All | +3,078.0% | +8.9% | +3,069.1% | +1,752.8% |
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