-36.8%
CPB vs FGI
-70.3%
+33.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 6M | +13.9% | -2.8% | +16.7% | +12.7% |
| YTD | -11.7% | +30.1% | -41.8% | -13.1% |
| 1Y | -18.2% | +50.2% | -68.4% | -19.7% |
| 3Y | -35.2% | -0.4% | -34.7% | -36.2% |
| All | -36.8% | -70.3% | +33.5% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling