-38.6%
CPB vs CAPR
-68.5%
+29.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -5.9% | -1.3% |
| 7D | +8.0% | +41.1% | -33.1% | +8.0% |
| 30D | +22.4% | +11.1% | +11.3% | +22.4% |
| 3M | +3.8% | +115.3% | -111.5% | +3.9% |
| 6M | +13.7% | -73.8% | +87.5% | +13.6% |
| YTD | -11.7% | -68.8% | +57.1% | -11.7% |
| 1Y | -18.1% | +43.3% | -61.4% | -18.2% |
| 3Y | -34.7% | +214.7% | -249.4% | -34.5% |
| 5Y | -30.6% | +141.3% | -171.8% | -30.3% |
| All | -38.6% | -68.5% | +29.9% | -36.9% |
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