-39.1%
CPB vs FGI
-68.3%
+29.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.9% | -7.1% | -1.3% |
| 7D | -4.1% | +6.9% | -11.0% | -4.2% |
| 30D | +16.9% | +3.9% | +13.0% | +16.8% |
| 3M | -0.6% | +74.3% | -74.8% | -2.0% |
| 6M | +11.4% | +28.9% | -17.6% | +10.0% |
| YTD | -14.8% | +39.1% | -54.0% | -16.3% |
| 1Y | -24.8% | +49.3% | -74.1% | -26.2% |
| 3Y | -36.6% | +5.7% | -42.3% | -37.7% |
| All | -39.1% | -68.3% | +29.2% | -40.1% |
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 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