-22.4%
CPB vs FGI
+17.8%
-40.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -25.2% | +28.3% | +3.6% |
| 7D | -1.6% | -14.4% | +12.8% | -1.4% |
| 30D | +19.2% | -11.8% | +31.0% | +19.2% |
| 3M | -0.9% | -46.2% | +45.3% | 0.0% |
| 6M | +15.2% | +5.2% | +10.1% | +12.9% |
| YTD | -13.1% | +10.5% | -23.6% | -16.0% |
| 1Y | -22.4% | +25.5% | -47.9% | -24.9% |
| All | -22.4% | +17.8% | -40.2% | -24.9% |
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