+20.1%
CP vs FGI
+81.8%
-61.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | +0.3% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | +0.2% | +65.4% | -65.2% | -0.7% |
| 3M | +2.6% | +23.5% | -20.9% | +1.9% |
| 6M | +6.0% | +60.5% | -54.6% | +4.6% |
| YTD | +24.9% | +30.0% | -5.1% | +23.5% |
| 1Y | +20.1% | +82.1% | -62.0% | +18.1% |
| All | +20.1% | +81.8% | -61.7% | +18.1% |
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 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