-37.7%
CPB vs EFV
+95.4%
-133.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | -8.0% | -0.5% | -7.5% | -7.9% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | +0.5% | +8.4% | -7.9% | -1.3% |
| 6M | -10.5% | +12.3% | -22.8% | -13.0% |
| YTD | -17.5% | +17.4% | -34.9% | -20.8% |
| 1Y | -31.0% | +27.1% | -58.2% | -35.1% |
| 3Y | -40.6% | +90.7% | -131.3% | -49.2% |
| 5Y | -37.7% | +95.6% | -133.4% | -46.5% |
| All | -37.7% | +95.4% | -133.1% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling