-42.1%
CPB vs CRL
+354.1%
-396.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -5.8% | +8.9% | -14.7% | -6.3% |
| 30D | +16.5% | +14.0% | +2.5% | +15.2% |
| 3M | -1.1% | +19.8% | -20.9% | -2.6% |
| 6M | +11.5% | +102.0% | -90.6% | +5.7% |
| YTD | -15.7% | +70.8% | -86.6% | -19.5% |
| 1Y | -24.7% | +98.7% | -123.4% | -28.8% |
| 3Y | -37.3% | +98.2% | -135.4% | -41.6% |
| 5Y | -35.0% | -11.7% | -23.4% | -36.4% |
| All | -42.1% | +354.1% | -396.1% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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