+36.0%
CPB vs EFV
+258.8%
-222.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -8.6% | +1.5% | -10.1% | -9.0% |
| 30D | -7.2% | +1.7% | -9.0% | -7.7% |
| 3M | +0.9% | +8.6% | -7.8% | -1.6% |
| 6M | -11.8% | +11.7% | -23.5% | -14.8% |
| YTD | -19.4% | +19.3% | -38.7% | -23.7% |
| 1Y | -30.4% | +30.2% | -60.6% | -35.7% |
| 3Y | -40.2% | +91.6% | -131.7% | -50.8% |
| 5Y | -39.5% | +96.4% | -135.9% | -51.0% |
| 10Y | -47.4% | +166.5% | -213.9% | -62.1% |
| All | +36.0% | +258.8% | -222.8% | -14.9% |
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