+30.1%
CB vs FGI
+46.9%
-16.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +0.2% | -7.0% | +7.2% | +0.2% |
| 30D | +9.1% | -4.2% | +13.3% | +9.1% |
| 3M | +3.4% | +55.6% | -52.2% | +3.6% |
| 6M | +14.1% | -3.2% | +17.3% | +14.3% |
| YTD | +18.0% | +29.1% | -11.1% | +18.3% |
| 1Y | +30.1% | +51.0% | -20.8% | +29.4% |
| All | +30.1% | +46.9% | -16.8% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling