+58.0%
CPB vs CRL
+1,379.5%
-1,321.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.2% |
| 7D | -8.6% | -1.0% | -7.6% | -8.5% |
| 30D | -7.2% | +10.7% | -17.9% | -8.2% |
| 3M | +0.9% | +55.3% | -54.4% | -3.4% |
| 6M | -11.8% | +60.7% | -72.5% | -16.1% |
| YTD | -19.4% | +44.6% | -64.0% | -22.7% |
| 1Y | -30.4% | +77.7% | -108.1% | -34.6% |
| 3Y | -40.2% | +37.6% | -77.8% | -43.6% |
| 5Y | -39.5% | -35.8% | -3.7% | -39.3% |
| 10Y | -47.4% | +241.7% | -289.1% | -57.5% |
| All | +58.0% | +1,379.5% | -1,321.4% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling