-5.1%
CNC vs CPB
-33.2%
+28.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.7% |
| 7D | +2.2% | -1.6% | +3.8% | +2.5% |
| 30D | +1.6% | +19.2% | -17.6% | -1.9% |
| 3M | +7.9% | -0.9% | +8.9% | +7.9% |
| 6M | +21.2% | +15.2% | +6.0% | +17.2% |
| YTD | +73.2% | -13.1% | +86.3% | +77.1% |
| 1Y | +97.5% | -22.4% | +119.9% | +107.2% |
| 3Y | -1.2% | -35.3% | +34.1% | +7.0% |
| All | -5.1% | -33.2% | +28.1% | -1.0% |
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