+20.7%
CPB vs BB
+325.9%
-305.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | +2.9% | +11.6% | -8.7% | +2.7% |
| 30D | +17.6% | +2.6% | +15.0% | +17.5% |
| 3M | +2.0% | +3.5% | -1.5% | +1.9% |
| 6M | +11.6% | +43.5% | -31.8% | +10.7% |
| YTD | -13.8% | +141.2% | -154.9% | -15.3% |
| 1Y | -21.6% | +97.4% | -119.0% | -22.7% |
| 3Y | -35.8% | +151.1% | -186.9% | -37.4% |
| 5Y | -33.3% | -12.8% | -20.5% | -34.0% |
| 10Y | -39.4% | +27.5% | -66.9% | -41.1% |
| All | +20.7% | +325.9% | -305.3% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling