+5,435.1%
CL vs CPB
+366.5%
+5,068.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +5.9% | +11.6% | -5.6% | +2.0% |
| 30D | +13.8% | +23.3% | -9.6% | +5.8% |
| 3M | +6.4% | +1.6% | +4.8% | +5.3% |
| 6M | +15.6% | +13.9% | +1.7% | +9.7% |
| YTD | +27.9% | -11.7% | +39.6% | +31.9% |
| 1Y | +31.4% | -18.2% | +49.6% | +38.8% |
| 3Y | +41.4% | -35.2% | +76.6% | +59.6% |
| 5Y | +42.8% | -30.5% | +73.3% | +56.0% |
| 10Y | +79.7% | -37.1% | +116.8% | +94.5% |
| All | +5,435.1% | +366.5% | +5,068.6% | +2,655.9% |
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