-34.0%
FND vs CPB
-34.2%
+0.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | +7.7% | +8.0% | -0.3% | +4.7% |
| 30D | +11.9% | +22.4% | -10.5% | +3.9% |
| 3M | -14.6% | +3.8% | -18.4% | -16.3% |
| 6M | +0.5% | +13.7% | -13.2% | -4.7% |
| YTD | -15.8% | -11.7% | -4.1% | -13.7% |
| 1Y | -12.9% | -18.1% | +5.2% | -8.4% |
| All | -34.0% | -34.2% | +0.2% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling