-35.4%
CPB vs BB
+145.9%
-181.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.0% |
| 7D | +3.3% | +15.0% | -11.7% | +3.7% |
| 30D | +19.0% | +3.5% | +15.5% | +19.1% |
| 3M | +0.4% | +2.7% | -2.2% | +0.6% |
| 6M | +13.0% | +44.7% | -31.8% | +14.2% |
| YTD | -12.7% | +143.3% | -156.0% | -10.2% |
| 1Y | -20.9% | +102.2% | -123.1% | -19.2% |
| 3Y | -35.4% | +156.1% | -191.5% | -32.0% |
| All | -35.4% | +145.9% | -181.3% | -32.0% |
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