-40.4%
CPB vs FIVE
+535.9%
-576.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -4.1% | -0.5% | -3.6% | -4.1% |
| 30D | +16.9% | +17.4% | -0.5% | +16.3% |
| 3M | -0.6% | +7.0% | -7.6% | -0.8% |
| 6M | +11.4% | +20.5% | -9.1% | +10.6% |
| YTD | -14.8% | +33.1% | -47.9% | -15.8% |
| 1Y | -24.8% | +67.1% | -91.8% | -26.2% |
| 3Y | -36.6% | +41.9% | -78.5% | -37.7% |
| 5Y | -33.3% | +21.1% | -54.4% | -34.6% |
| 10Y | -40.4% | +518.8% | -559.2% | -52.0% |
| All | -40.4% | +535.9% | -576.3% | -52.0% |
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