-39.7%
CPB vs FGI
-66.3%
+26.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.1% |
| 7D | -5.8% | +13.5% | -19.3% | -5.9% |
| 30D | +16.5% | +17.1% | -0.6% | +16.2% |
| 3M | -1.1% | +78.0% | -79.1% | -2.5% |
| 6M | +11.5% | +46.4% | -35.0% | +9.9% |
| YTD | -15.7% | +47.7% | -63.5% | -17.2% |
| 1Y | -24.7% | +56.8% | -81.5% | -26.1% |
| 3Y | -37.3% | +12.3% | -49.6% | -38.4% |
| All | -39.7% | -66.3% | +26.6% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling