-0.8%
CPB vs BR
+1,321.0%
-1,321.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -2.7% |
| 7D | -8.6% | -5.3% | -3.3% | -7.6% |
| 30D | -7.2% | +6.4% | -13.7% | -8.5% |
| 3M | +0.9% | +13.6% | -12.8% | -1.9% |
| 6M | -11.8% | -6.7% | -5.1% | -10.8% |
| YTD | -19.4% | -21.1% | +1.7% | -15.9% |
| 1Y | -30.4% | -29.6% | -0.8% | -25.7% |
| 3Y | -40.2% | -2.4% | -37.8% | -40.5% |
| 5Y | -39.5% | +11.2% | -50.8% | -42.2% |
| 10Y | -47.4% | +191.8% | -239.2% | -60.2% |
| All | -0.8% | +1,321.0% | -1,321.7% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling