-83.2%
FIG vs CPB
-22.3%
-60.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.5% |
| 7D | -12.6% | +3.3% | -15.9% | -13.5% |
| 30D | -13.8% | +19.0% | -32.8% | -18.2% |
| 3M | -16.7% | +0.4% | -17.1% | -17.6% |
| 6M | -6.1% | +13.0% | -19.1% | -8.4% |
| YTD | -48.1% | -12.7% | -35.4% | -50.0% |
| 1Y | -56.2% | -20.9% | -35.3% | -58.2% |
| All | -83.2% | -22.3% | -60.9% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling