+104.9%
CB vs CPB
-33.9%
+138.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | -1.0% | -4.1% | +3.1% | -0.2% |
| 30D | +7.3% | +16.9% | -9.6% | +3.9% |
| 3M | +7.0% | -0.6% | +7.6% | +6.7% |
| 6M | +16.3% | +11.4% | +5.0% | +13.1% |
| YTD | +19.7% | -14.8% | +34.6% | +22.7% |
| 1Y | +27.8% | -24.8% | +52.6% | +34.6% |
| 3Y | +72.0% | -36.6% | +108.6% | +87.3% |
| 5Y | +104.9% | -33.3% | +138.2% | +107.0% |
| All | +104.9% | -33.9% | +138.7% | +107.0% |
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