+60.4%
CFG vs CPB
-33.2%
+93.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.2% |
| 7D | +3.2% | -1.6% | +4.8% | +3.4% |
| 30D | +5.1% | +19.2% | -14.1% | +2.5% |
| 3M | -11.2% | -0.9% | -10.3% | -11.3% |
| 6M | +9.6% | +15.2% | -5.7% | +6.8% |
| YTD | +15.0% | -13.1% | +28.0% | +16.6% |
| 1Y | +29.9% | -22.4% | +52.3% | +34.4% |
| 3Y | +192.1% | -35.3% | +227.4% | +207.2% |
| All | +60.4% | -33.2% | +93.6% | +65.6% |
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 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