-41.0%
CPB vs EFV
+92.7%
-133.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -8.2% | +1.0% | -9.2% | -8.5% |
| 30D | -5.6% | +0.2% | -5.8% | -5.7% |
| 3M | +3.0% | +9.6% | -6.6% | +0.7% |
| 6M | -12.7% | +14.0% | -26.7% | -15.7% |
| YTD | -18.0% | +18.5% | -36.4% | -21.8% |
| 1Y | -31.7% | +27.9% | -59.6% | -36.5% |
| 3Y | -41.0% | +92.4% | -133.4% | -50.3% |
| All | -41.0% | +92.7% | -133.6% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling