-33.3%
CPB vs CAPR
+172.3%
-205.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.9% | +10.1% | +3.2% |
| 7D | -1.6% | +5.9% | -7.4% | -1.6% |
| 30D | +19.2% | +44.6% | -25.4% | +19.2% |
| 3M | -0.9% | +126.4% | -127.3% | -1.0% |
| 6M | +15.2% | -68.6% | +83.8% | +15.2% |
| YTD | -13.1% | -67.0% | +53.9% | -13.1% |
| 1Y | -22.4% | +65.2% | -87.6% | -22.9% |
| 3Y | -35.3% | +235.6% | -270.9% | -35.2% |
| All | -33.3% | +172.3% | -205.6% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling