-42.3%
CPB vs FGI
-70.4%
+28.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.5% | -10.9% | -3.5% |
| 7D | -8.6% | +0.5% | -9.1% | -8.6% |
| 30D | -7.2% | +65.4% | -72.6% | -8.5% |
| 3M | +0.9% | +23.5% | -22.6% | -0.3% |
| 6M | -11.8% | +60.5% | -72.3% | -13.3% |
| YTD | -19.4% | +30.0% | -49.4% | -20.7% |
| 1Y | -30.4% | +82.1% | -112.4% | -31.9% |
| 3Y | -40.2% | -4.4% | -35.8% | -41.1% |
| All | -42.3% | -70.4% | +28.0% | -43.3% |
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