+32.4%
CB vs FGI
+51.0%
-18.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +2.6% | -11.6% | +14.2% | +2.6% |
| 30D | +11.2% | -3.3% | +14.5% | +11.2% |
| 3M | +5.7% | +65.6% | -59.8% | +6.0% |
| 6M | +15.9% | -2.8% | +18.7% | +16.1% |
| YTD | +20.2% | +30.1% | -10.0% | +20.4% |
| 1Y | +32.4% | +50.2% | -17.8% | +31.3% |
| All | +32.4% | +51.0% | -18.6% | +31.3% |
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