-40.3%
CPB vs FIVE
+504.2%
-544.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -1.6% | +2.7% | -4.2% | -1.7% |
| 30D | +19.2% | +12.7% | +6.5% | +18.7% |
| 3M | -0.9% | +2.1% | -3.0% | -1.1% |
| 6M | +15.2% | +17.5% | -2.2% | +14.5% |
| YTD | -13.1% | +31.0% | -44.0% | -14.0% |
| 1Y | -22.4% | +67.7% | -90.2% | -23.9% |
| 3Y | -35.3% | +43.4% | -78.7% | -36.5% |
| 5Y | -33.0% | +18.1% | -51.1% | -34.2% |
| All | -40.3% | +504.2% | -544.4% | -51.6% |
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