-37.8%
CPB vs FGI
-74.8%
+37.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -25.2% | +28.3% | +3.4% |
| 7D | -1.6% | -14.4% | +12.8% | -1.5% |
| 30D | +19.2% | -11.8% | +31.0% | +19.2% |
| 3M | -0.9% | -46.2% | +45.3% | -0.4% |
| 6M | +15.2% | +5.2% | +10.1% | +13.9% |
| YTD | -13.1% | +10.5% | -23.6% | -14.4% |
| 1Y | -22.4% | +25.5% | -47.9% | -23.8% |
| 3Y | -35.3% | -16.0% | -19.3% | -36.3% |
| All | -37.8% | -74.8% | +37.0% | -38.8% |
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 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