-46.7%
CPB vs EFV
+169.9%
-216.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | -7.1% | +0.6% | -7.7% | -7.2% |
| 3M | -6.0% | +7.5% | -13.6% | -7.6% |
| 6M | -5.3% | +13.0% | -18.3% | -7.9% |
| YTD | -20.8% | +18.3% | -39.2% | -23.9% |
| 1Y | -33.8% | +26.7% | -60.6% | -37.4% |
| 3Y | -43.7% | +89.6% | -133.3% | -51.4% |
| 5Y | -40.7% | +98.2% | -138.9% | -49.6% |
| All | -46.7% | +169.9% | -216.6% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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