+1.4%
CCL vs CPB
-39.5%
+40.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.2% |
| 7D | -5.0% | -8.6% | +3.5% | -4.8% |
| 30D | -20.3% | -7.2% | -13.1% | -20.2% |
| 3M | -15.1% | +0.9% | -16.0% | -15.0% |
| 6M | -15.1% | -11.8% | -3.3% | -15.0% |
| YTD | -21.8% | -19.4% | -2.4% | -21.8% |
| 1Y | -24.8% | -30.4% | +5.6% | -24.9% |
| 3Y | +51.9% | -40.2% | +92.0% | +49.9% |
| All | +1.4% | -39.5% | +40.9% | -4.9% |
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