-46.8%
CPB vs CAPR
-75.3%
+28.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.4% |
| 7D | -8.6% | -2.0% | -6.6% | -8.6% |
| 30D | -7.2% | +139.2% | -146.4% | -7.2% |
| 3M | +0.9% | -66.4% | +67.3% | +0.9% |
| 6M | -11.8% | -63.1% | +51.3% | -11.8% |
| YTD | -19.4% | -67.4% | +48.0% | -19.4% |
| 1Y | -30.4% | +58.2% | -88.6% | -30.4% |
| 3Y | -40.2% | +42.2% | -82.4% | -40.1% |
| 5Y | -39.5% | +87.3% | -126.8% | -39.3% |
| All | -46.8% | -75.3% | +28.5% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling