-40.5%
CPB vs FIVE
+596.6%
-637.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -1.4% |
| 7D | +3.3% | +6.2% | -2.9% | +3.0% |
| 30D | +19.0% | +18.2% | +0.8% | +18.3% |
| 3M | +0.4% | +3.8% | -3.4% | +0.3% |
| 6M | +13.0% | +13.7% | -0.8% | +12.3% |
| YTD | -12.7% | +34.7% | -47.5% | -13.7% |
| 1Y | -20.9% | +66.6% | -87.5% | -22.4% |
| 3Y | -35.4% | +44.3% | -79.7% | -36.5% |
| 5Y | -32.3% | +18.8% | -51.0% | -33.4% |
| 10Y | -40.5% | +569.2% | -609.7% | -51.9% |
| All | -40.5% | +596.6% | -637.1% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling