+40.8%
CL vs CPB
-33.2%
+73.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | +2.6% | +2.9% | -0.3% | +1.5% |
| 30D | +11.8% | +17.6% | -5.8% | +5.6% |
| 3M | +5.9% | +2.0% | +3.9% | +4.6% |
| 6M | +13.3% | +11.6% | +1.7% | +8.1% |
| YTD | +27.1% | -13.8% | +40.9% | +32.4% |
| 1Y | +28.0% | -21.6% | +49.6% | +37.7% |
| 3Y | +39.4% | -35.8% | +75.2% | +59.1% |
| 5Y | +40.8% | -33.3% | +74.0% | +51.2% |
| All | +40.8% | -33.2% | +73.9% | +51.2% |
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