-79.1%
FIG vs CPB
-28.3%
-50.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -3.4% |
| 7D | -16.3% | -8.6% | -7.7% | -14.3% |
| 30D | -14.3% | -7.2% | -7.1% | -12.6% |
| 3M | +7.2% | +0.9% | +6.3% | +8.2% |
| 6M | -18.6% | -11.8% | -6.8% | -18.5% |
| YTD | -35.5% | -19.4% | -16.0% | -35.9% |
| 1Y | -55.8% | -30.4% | -25.4% | -55.5% |
| All | -79.1% | -28.3% | -50.8% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling