+46.7%
CPB vs EFV
+249.2%
-202.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | -1.6% | +2.5% | -4.1% | -2.3% |
| 30D | +19.2% | +2.9% | +16.3% | +18.3% |
| 3M | -0.9% | -1.4% | +0.5% | -0.6% |
| 6M | +15.2% | +5.5% | +9.7% | +13.3% |
| YTD | -13.1% | +16.1% | -29.1% | -17.0% |
| 1Y | -22.4% | +20.3% | -42.7% | -26.8% |
| 3Y | -35.3% | +90.4% | -125.7% | -46.7% |
| 5Y | -33.0% | +93.5% | -126.5% | -45.5% |
| 10Y | -39.2% | +161.5% | -200.7% | -56.0% |
| All | +46.7% | +249.2% | -202.5% | -7.5% |
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 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