+56.7%
FND vs CPB
-48.2%
+104.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.4% |
| 7D | -5.2% | -8.6% | +3.4% | -3.6% |
| 30D | -19.9% | -7.2% | -12.6% | -18.7% |
| 3M | +2.7% | +0.9% | +1.8% | +2.5% |
| 6M | -21.7% | -11.8% | -9.9% | -20.0% |
| YTD | -17.5% | -19.4% | +1.9% | -14.4% |
| 1Y | -39.3% | -30.4% | -8.9% | -35.3% |
| 3Y | -49.8% | -40.2% | -9.6% | -45.4% |
| 5Y | -60.1% | -39.5% | -20.6% | -57.1% |
| All | +56.7% | -48.2% | +104.9% | +77.5% |
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