+4,850.5%
CL vs CPB
+325.7%
+4,524.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.3% |
| 7D | -2.2% | -8.6% | +6.4% | +0.7% |
| 30D | -4.8% | -7.2% | +2.4% | -2.6% |
| 3M | +4.9% | +0.9% | +4.0% | +4.1% |
| 6M | -5.7% | -11.8% | +6.1% | -2.3% |
| YTD | +14.4% | -19.4% | +33.8% | +22.0% |
| 1Y | +8.7% | -30.4% | +39.1% | +21.5% |
| 3Y | +30.0% | -40.2% | +70.1% | +50.9% |
| 5Y | +28.4% | -39.5% | +67.9% | +47.3% |
| 10Y | +50.1% | -47.4% | +97.5% | +73.2% |
| All | +4,850.5% | +325.7% | +4,524.7% | +2,449.7% |
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 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