-37.6%
CPB vs FGI
-70.6%
+33.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | +8.0% | -7.0% | +14.9% | +8.1% |
| 30D | +22.4% | -4.2% | +26.6% | +22.4% |
| 3M | +2.5% | +55.6% | -53.1% | +1.2% |
| 6M | +12.2% | -3.2% | +15.4% | +11.0% |
| YTD | -12.8% | +29.1% | -41.9% | -14.2% |
| 1Y | -19.2% | +51.0% | -70.1% | -20.6% |
| 3Y | -35.6% | +1.5% | -37.1% | -36.6% |
| All | -37.6% | -70.6% | +33.0% | -38.7% |
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