+42.2%
CPB vs EFV
+247.9%
-205.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -5.8% | +0.7% | -6.5% | -6.0% |
| 30D | +16.5% | +2.0% | +14.4% | +15.8% |
| 3M | -1.1% | -1.6% | +0.5% | -0.7% |
| 6M | +11.5% | +5.8% | +5.7% | +9.5% |
| YTD | -15.7% | +15.6% | -31.4% | -19.5% |
| 1Y | -24.7% | +19.0% | -43.6% | -28.6% |
| 3Y | -37.3% | +90.7% | -128.0% | -48.4% |
| 5Y | -35.0% | +92.8% | -127.8% | -47.1% |
| 10Y | -41.0% | +160.5% | -201.6% | -57.3% |
| All | +42.2% | +247.9% | -205.7% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling