-26.0%
CPB vs CAI
-11.0%
-15.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +0.7% |
| 7D | -8.0% | -3.1% | -4.9% | -7.9% |
| 30D | -2.4% | +2.7% | -5.1% | -2.7% |
| 3M | +0.5% | +41.7% | -41.1% | -0.8% |
| 6M | -10.5% | +26.5% | -36.9% | -11.5% |
| YTD | -17.5% | -10.9% | -6.6% | -17.5% |
| 1Y | -31.0% | -29.2% | -1.8% | -30.0% |
| All | -26.0% | -11.0% | -15.0% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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