-39.3%
FND vs CPB
-32.6%
-6.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +3.0% |
| 7D | -5.2% | -8.6% | +3.4% | -2.2% |
| 30D | -19.9% | -7.2% | -12.6% | -17.8% |
| 3M | +2.7% | +0.9% | +1.8% | +1.7% |
| 6M | -21.7% | -11.8% | -9.9% | -19.4% |
| YTD | -17.5% | -19.4% | +1.9% | -12.8% |
| 1Y | -39.3% | -30.4% | -8.9% | -30.8% |
| All | -39.3% | -32.6% | -6.7% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling