+11.2%
CPB vs CAPR
-99.0%
+110.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.4% | -10.6% | -1.2% |
| 7D | +3.3% | +36.0% | -32.8% | +3.2% |
| 30D | +19.0% | +25.8% | -6.8% | +18.9% |
| 3M | +0.4% | +140.8% | -140.4% | +0.3% |
| 6M | +13.0% | -67.6% | +80.5% | +13.0% |
| YTD | -12.7% | -65.9% | +53.1% | -12.7% |
| 1Y | -20.9% | +66.1% | -87.0% | -21.5% |
| 3Y | -35.4% | +256.9% | -292.3% | -36.2% |
| 5Y | -32.3% | +172.1% | -204.4% | -33.1% |
| 10Y | -40.5% | -64.7% | +24.2% | -41.7% |
| All | +11.2% | -99.0% | +110.2% | +6.9% |
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 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