-22.4%
CPB vs BR
-11.4%
-11.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | -1.6% | +1.1% | -2.6% | -1.9% |
| 30D | +19.2% | +14.4% | +4.8% | +14.3% |
| 3M | -0.9% | +12.4% | -13.4% | -4.7% |
| 6M | +15.2% | +35.4% | -20.2% | +4.6% |
| YTD | -13.1% | -12.2% | -0.9% | -13.5% |
| 1Y | -22.4% | -12.7% | -9.7% | -22.8% |
| All | -22.4% | -11.4% | -11.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling