+100.5%
CB vs FGI
-70.6%
+171.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +0.2% | -7.0% | +7.2% | +0.3% |
| 30D | +9.1% | -4.2% | +13.3% | +9.1% |
| 3M | +3.4% | +55.6% | -52.2% | +3.2% |
| 6M | +14.1% | -3.2% | +17.3% | +14.0% |
| YTD | +18.0% | +29.1% | -11.1% | +17.6% |
| 1Y | +30.1% | +51.0% | -20.8% | +29.4% |
| 3Y | +71.8% | +1.5% | +70.3% | +70.3% |
| All | +100.5% | -70.6% | +171.1% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling