-43.9%
CPB vs BR
-5.0%
-38.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -5.4% | -6.0% | +0.6% | -3.9% |
| 30D | -7.8% | -0.9% | -7.0% | -7.7% |
| 3M | -6.9% | +16.4% | -23.3% | -10.7% |
| 6M | -12.2% | -8.2% | -4.0% | -11.1% |
| YTD | -21.1% | -23.2% | +2.1% | -16.9% |
| 1Y | -33.5% | -30.9% | -2.6% | -28.4% |
| All | -43.9% | -5.0% | -38.9% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling