+102.5%
CFG vs CPB
-39.5%
+142.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.5% |
| 7D | +1.5% | -8.6% | +10.1% | +2.9% |
| 30D | -3.8% | -7.2% | +3.4% | -2.9% |
| 3M | +11.5% | +0.9% | +10.6% | +10.9% |
| 6M | +19.2% | -11.8% | +31.0% | +21.0% |
| YTD | +23.7% | -19.4% | +43.1% | +27.4% |
| 1Y | +38.8% | -30.4% | +69.2% | +46.8% |
| 3Y | +178.9% | -40.2% | +219.1% | +198.6% |
| All | +102.5% | -39.5% | +142.0% | +106.9% |
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