+30.0%
CL vs CPB
-39.5%
+69.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.3% |
| 7D | -2.2% | -8.6% | +6.4% | +0.8% |
| 30D | -4.8% | -7.2% | +2.4% | -2.6% |
| 3M | +4.9% | +0.9% | +4.0% | +4.0% |
| 6M | -5.7% | -11.8% | +6.1% | -2.2% |
| YTD | +14.4% | -19.4% | +33.8% | +22.3% |
| 1Y | +8.7% | -30.4% | +39.1% | +22.2% |
| 3Y | +30.0% | -40.2% | +70.1% | +52.2% |
| All | +30.0% | -39.5% | +69.5% | +46.4% |
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