+52.4%
FND vs CPB
-45.8%
+98.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.1% |
| 7D | -5.1% | -5.8% | +0.7% | -3.8% |
| 30D | +9.2% | +16.5% | -7.3% | +5.8% |
| 3M | -17.7% | -1.1% | -16.6% | -17.7% |
| 6M | +2.5% | +11.5% | -9.0% | +0.1% |
| YTD | -19.8% | -15.7% | -4.1% | -17.6% |
| 1Y | -22.7% | -24.7% | +2.0% | -18.9% |
| 3Y | -38.3% | -37.3% | -1.0% | -33.6% |
| 5Y | -63.0% | -35.0% | -27.9% | -60.8% |
| All | +52.4% | -45.8% | +98.2% | +70.8% |
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