-21.6%
CPB vs FGI
+45.2%
-66.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | +2.9% | -4.1% | +7.0% | +2.9% |
| 30D | +17.6% | -3.4% | +20.9% | +17.6% |
| 3M | +2.0% | +61.8% | -59.7% | -0.3% |
| 6M | +11.6% | +17.0% | -5.4% | +9.3% |
| YTD | -13.8% | +31.4% | -45.2% | -16.8% |
| 1Y | -21.6% | +42.7% | -64.2% | -25.0% |
| All | -21.6% | +45.2% | -66.7% | -25.0% |
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