-40.9%
CPB vs BR
+7.7%
-48.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -5.4% | -6.0% | +0.6% | -4.2% |
| 30D | -7.8% | -0.9% | -7.0% | -7.7% |
| 3M | -6.9% | +16.4% | -23.3% | -9.7% |
| 6M | -12.2% | -8.2% | -4.0% | -11.4% |
| YTD | -21.1% | -23.2% | +2.1% | -18.1% |
| 1Y | -33.5% | -30.9% | -2.6% | -29.8% |
| 3Y | -43.2% | -5.0% | -38.2% | -42.6% |
| 5Y | -40.9% | +8.8% | -49.7% | -43.4% |
| All | -40.9% | +7.7% | -48.6% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling