+84.9%
CB vs FGI
-69.1%
+154.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | -0.5% | +14.7% | -15.2% | -0.6% |
| 30D | -3.1% | +67.0% | -70.0% | -3.3% |
| 3M | +4.2% | +31.0% | -26.9% | +4.0% |
| 6M | +4.7% | +126.8% | -122.1% | +4.2% |
| YTD | +8.8% | +35.6% | -26.8% | +8.5% |
| 1Y | +22.6% | +108.9% | -86.3% | +21.5% |
| 3Y | +70.6% | -0.3% | +70.9% | +69.6% |
| All | +84.9% | -69.1% | +154.0% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded FGI 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling