-18.0%
CPB vs CAPR
+47.4%
-65.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.3% | -2.3% | +5.9% |
| 7D | +13.0% | +43.2% | -30.2% | +13.0% |
| 30D | +20.5% | +14.7% | +5.9% | +20.5% |
| 3M | +2.2% | +113.9% | -111.7% | +2.3% |
| 6M | +15.4% | -73.4% | +88.8% | +15.3% |
| YTD | -12.3% | -69.1% | +56.8% | -12.4% |
| 1Y | -18.0% | +47.2% | -65.2% | -18.1% |
| All | -18.0% | +47.4% | -65.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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