-80.9%
FIG vs CPB
-26.6%
-54.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.4% |
| 7D | -14.5% | -8.0% | -6.5% | -12.6% |
| 30D | -13.3% | -2.4% | -10.9% | -12.7% |
| 3M | +7.4% | +0.5% | +6.9% | +8.1% |
| 6M | -27.8% | -10.5% | -17.3% | -28.2% |
| YTD | -41.1% | -17.5% | -23.6% | -41.9% |
| 1Y | -58.7% | -31.0% | -27.7% | -57.1% |
| All | -80.9% | -26.6% | -54.3% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling