-18.6%
FIG vs CPB
-14.9%
-3.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -2.6% |
| 7D | -16.3% | -8.6% | -7.7% | -12.4% |
| 30D | -14.3% | -7.2% | -7.1% | -11.1% |
| 3M | +7.2% | +0.9% | +6.3% | +8.3% |
| 6M | -18.6% | -11.8% | -6.8% | -19.8% |
| All | -18.6% | -14.9% | -3.7% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling