-31.6%
CPB vs CRL
-10.4%
-21.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.8% | -9.1% | -1.6% |
| 7D | +8.0% | -6.1% | +14.1% | +8.2% |
| 30D | +22.4% | +12.4% | +10.0% | +21.4% |
| 3M | +2.5% | +27.1% | -24.6% | +1.0% |
| 6M | +12.2% | +85.7% | -73.5% | +8.1% |
| YTD | -12.8% | +69.2% | -82.0% | -15.8% |
| 1Y | -19.2% | +97.5% | -116.7% | -22.6% |
| 3Y | -35.6% | +86.1% | -121.6% | -39.0% |
| All | -31.6% | -10.4% | -21.2% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling