-31.7%
CPB vs CAPR
+35.6%
-67.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +1.8% |
| 7D | -8.2% | -9.5% | +1.3% | -8.2% |
| 30D | -5.6% | +121.5% | -127.1% | -5.4% |
| 3M | +3.0% | -65.4% | +68.3% | +2.9% |
| 6M | -12.7% | -67.5% | +54.8% | -12.8% |
| YTD | -18.0% | -68.6% | +50.6% | -18.0% |
| 1Y | -31.7% | +42.7% | -74.4% | -32.4% |
| All | -31.7% | +35.6% | -67.4% | -32.4% |
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