+69.4%
CPB vs BG
+1,131.5%
-1,062.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.2% |
| 7D | -8.6% | +2.8% | -11.4% | -8.9% |
| 30D | -7.2% | +12.0% | -19.3% | -8.6% |
| 3M | +0.9% | -7.7% | +8.6% | +1.7% |
| 6M | -11.8% | +4.5% | -16.3% | -12.6% |
| YTD | -19.4% | +35.7% | -55.1% | -22.8% |
| 1Y | -30.4% | +50.1% | -80.5% | -34.2% |
| 3Y | -40.2% | +12.6% | -52.8% | -41.8% |
| 5Y | -39.5% | +75.4% | -114.9% | -44.8% |
| 10Y | -47.4% | +150.5% | -197.9% | -55.5% |
| All | +69.4% | +1,131.5% | -1,062.1% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling