-34.7%
CPB vs FGI
+2.3%
-37.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | +11.6% | -11.6% | +23.2% | +11.7% |
| 30D | +23.3% | -3.3% | +26.6% | +23.3% |
| 3M | +1.6% | +65.6% | -63.9% | +0.4% |
| 6M | +13.9% | -2.8% | +16.7% | +12.8% |
| YTD | -11.7% | +30.1% | -41.8% | -13.0% |
| 1Y | -18.2% | +50.2% | -68.4% | -19.5% |
| All | -34.7% | +2.3% | -37.0% | -34.8% |
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 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