+26.7%
CP vs FGI
+1.5%
+25.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +2.8% | -7.0% | +9.7% | +2.8% |
| 30D | +10.2% | -4.2% | +14.4% | +10.2% |
| 3M | +2.4% | +55.6% | -53.3% | +2.0% |
| 6M | +7.7% | -3.2% | +10.8% | +7.3% |
| YTD | +26.0% | +29.1% | -3.1% | +25.6% |
| 1Y | +34.6% | +51.0% | -16.3% | +34.3% |
| 3Y | +26.7% | +1.5% | +25.2% | +28.5% |
| All | +26.7% | +1.5% | +25.2% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling