+237.0%
CFG vs CPB
-39.9%
+277.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.1% |
| 7D | +0.3% | +3.3% | -3.0% | -0.2% |
| 30D | +3.2% | +19.0% | -15.8% | +0.8% |
| 3M | -9.7% | +0.4% | -10.1% | -10.0% |
| 6M | +3.6% | +13.0% | -9.3% | +1.5% |
| YTD | +14.7% | -12.7% | +27.4% | +16.0% |
| 1Y | +29.6% | -20.9% | +50.4% | +32.9% |
| 3Y | +190.6% | -35.4% | +226.0% | +204.4% |
| 5Y | +67.1% | -32.3% | +99.4% | +73.6% |
| 10Y | +237.0% | -40.5% | +277.6% | +276.6% |
| All | +237.0% | -39.9% | +277.0% | +276.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling