-51.7%
FIG vs CPB
-18.4%
-33.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.9% | -0.7% | +3.2% |
| 7D | -4.7% | +13.0% | -17.6% | -8.5% |
| 30D | +0.5% | +20.5% | -20.0% | -5.6% |
| 3M | -18.4% | +2.2% | -20.6% | -19.6% |
| 6M | +10.9% | +15.4% | -4.5% | +7.7% |
| YTD | -40.8% | -12.3% | -28.5% | -44.2% |
| 1Y | -51.7% | -18.0% | -33.7% | -55.9% |
| All | -51.7% | -18.4% | -33.3% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling