-41.0%
CPB vs BB
+68.2%
-109.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.8% |
| 7D | -8.2% | +0.5% | -8.7% | -8.2% |
| 30D | -5.6% | -12.4% | +6.8% | -5.8% |
| 3M | +3.0% | -15.3% | +18.3% | +2.8% |
| 6M | -12.7% | +128.8% | -141.5% | -11.2% |
| YTD | -18.0% | +107.7% | -125.6% | -16.8% |
| 1Y | -31.7% | +103.9% | -135.6% | -30.8% |
| 3Y | -41.0% | +72.6% | -113.5% | -38.1% |
| All | -41.0% | +68.2% | -109.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling