+12.8%
CPB vs BB
+258.8%
-246.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -8.6% | -5.6% | -3.0% | -8.5% |
| 30D | -7.2% | -11.8% | +4.6% | -7.1% |
| 3M | +0.9% | -25.5% | +26.4% | +1.2% |
| 6M | -11.8% | +121.3% | -133.1% | -13.1% |
| YTD | -19.4% | +103.2% | -122.6% | -20.5% |
| 1Y | -30.4% | +102.6% | -133.0% | -31.4% |
| 3Y | -40.2% | +37.5% | -77.7% | -41.0% |
| 5Y | -39.5% | -30.4% | -9.1% | -39.9% |
| 10Y | -47.4% | 0.0% | -47.4% | -48.6% |
| All | +12.8% | +258.8% | -246.1% | +23.3% |
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