-40.9%
CPB vs BG
+88.4%
-129.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.4% |
| 7D | -5.4% | +3.7% | -9.1% | -5.9% |
| 30D | -7.8% | +12.3% | -20.2% | -9.3% |
| 3M | -6.9% | -2.2% | -4.7% | -6.7% |
| 6M | -12.2% | +5.3% | -17.5% | -13.1% |
| YTD | -21.1% | +42.4% | -63.5% | -25.5% |
| 1Y | -33.5% | +55.2% | -88.7% | -38.2% |
| 3Y | -43.2% | +21.0% | -64.1% | -46.1% |
| 5Y | -40.9% | +87.1% | -128.0% | -48.9% |
| All | -40.9% | +88.4% | -129.3% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling