-46.7%
CPB vs BG
+166.7%
-213.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -1.8% | +3.1% | -4.9% | -2.2% |
| 30D | -7.1% | +10.2% | -17.3% | -8.2% |
| 3M | -6.0% | -1.7% | -4.4% | -6.0% |
| 6M | -5.3% | +1.0% | -6.2% | -5.6% |
| YTD | -20.8% | +39.9% | -60.8% | -24.5% |
| 1Y | -33.8% | +53.2% | -87.1% | -37.8% |
| 3Y | -43.7% | +16.3% | -60.0% | -45.8% |
| 5Y | -40.7% | +83.9% | -124.6% | -46.3% |
| All | -46.7% | +166.7% | -213.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling