-20.9%
CG vs CPB
-31.3%
+10.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.2% | +8.0% | -9.2% | -1.5% |
| 30D | +5.0% | +22.4% | -17.4% | +4.3% |
| 3M | -18.2% | +2.5% | -20.7% | -18.5% |
| 6M | -20.7% | +12.2% | -32.9% | -21.1% |
| YTD | -31.4% | -12.8% | -18.6% | -31.6% |
| 1Y | -22.3% | -19.2% | -3.1% | -22.3% |
| 3Y | +50.2% | -35.6% | +85.7% | +49.5% |
| All | -20.9% | -31.3% | +10.5% | -20.7% |
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