-33.3%
CPB vs BG
+21.9%
-55.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.9% |
| 7D | -1.6% | +2.6% | -4.1% | -1.9% |
| 30D | +19.2% | -6.7% | +25.9% | +20.3% |
| 3M | -0.9% | -9.3% | +8.3% | +0.3% |
| 6M | +15.2% | -18.3% | +33.6% | +18.3% |
| YTD | -13.1% | +16.2% | -29.3% | -15.8% |
| 1Y | -22.4% | +7.6% | -30.0% | -23.9% |
| 3Y | -35.3% | +6.6% | -41.9% | -37.6% |
| All | -33.3% | +21.9% | -55.2% | -36.9% |
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