+11.1%
CPB vs CAPR
-99.1%
+110.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -5.9% | -1.3% |
| 7D | +8.0% | +41.1% | -33.1% | +7.9% |
| 30D | +22.4% | +11.1% | +11.3% | +22.3% |
| 3M | +2.5% | +115.3% | -112.8% | +2.4% |
| 6M | +12.2% | -73.8% | +86.0% | +12.3% |
| YTD | -12.8% | -68.8% | +56.0% | -12.8% |
| 1Y | -19.2% | +43.3% | -62.5% | -19.8% |
| 3Y | -35.6% | +214.7% | -250.2% | -36.3% |
| 5Y | -31.4% | +141.3% | -172.7% | -32.3% |
| 10Y | -37.9% | -67.0% | +29.1% | -39.2% |
| All | +11.1% | -99.1% | +110.2% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling