+48.5%
FND vs CPB
-46.9%
+95.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -0.8% | -8.0% | +7.2% | +0.8% |
| 30D | -19.6% | -2.4% | -17.2% | -19.3% |
| 3M | -4.3% | +0.5% | -4.9% | -4.6% |
| 6M | -20.4% | -10.5% | -10.0% | -19.0% |
| YTD | -21.9% | -17.5% | -4.3% | -19.3% |
| 1Y | -45.2% | -31.0% | -14.2% | -41.6% |
| 3Y | -49.2% | -40.6% | -8.6% | -44.8% |
| 5Y | -61.8% | -37.7% | -24.1% | -59.2% |
| All | +48.5% | -46.9% | +95.4% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling