+122.4%
CF vs CPB
-31.1%
+153.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.4% | +6.1% |
| 7D | +0.4% | +11.6% | -11.2% | -0.1% |
| 30D | +2.2% | +23.3% | -21.1% | +1.2% |
| 3M | +2.1% | +1.6% | +0.5% | +1.9% |
| 6M | -6.5% | +13.9% | -20.5% | -7.3% |
| YTD | +55.6% | -11.7% | +67.2% | +56.9% |
| 1Y | +42.3% | -18.2% | +60.5% | +44.6% |
| 3Y | +55.7% | -35.2% | +90.9% | +60.3% |
| 5Y | +122.4% | -30.5% | +153.0% | +118.3% |
| All | +122.4% | -31.1% | +153.6% | +118.3% |
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