+84.4%
CB vs FGI
-69.8%
+154.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -0.6% | +5.2% | -5.8% | -0.6% |
| 30D | -3.9% | +65.2% | -69.1% | -4.1% |
| 3M | +4.9% | +30.2% | -25.3% | +4.7% |
| 6M | +3.3% | +87.8% | -84.6% | +2.8% |
| YTD | +8.5% | +32.5% | -23.9% | +8.1% |
| 1Y | +22.1% | +93.6% | -71.5% | +21.0% |
| 3Y | +70.1% | -2.6% | +72.7% | +69.1% |
| All | +84.4% | -69.8% | +154.2% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling