+316.4%
CFG vs CPB
-18.8%
+335.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -0.9% | +8.0% | -8.9% | -1.9% |
| 30D | +1.1% | +22.4% | -21.3% | -1.8% |
| 3M | -12.0% | +2.5% | -14.5% | -12.6% |
| 6M | -2.2% | +12.2% | -14.4% | -4.2% |
| YTD | +11.4% | -12.8% | +24.2% | +12.8% |
| 1Y | +27.8% | -19.2% | +47.0% | +30.8% |
| 3Y | +173.3% | -35.6% | +208.9% | +186.9% |
| 5Y | +62.4% | -31.4% | +93.9% | +68.5% |
| 10Y | +249.6% | -37.9% | +287.5% | +262.4% |
| All | +316.4% | -18.8% | +335.2% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling