-35.6%
CPB vs FIVE
+34.8%
-70.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +8.0% | -0.3% | +8.3% | +8.0% |
| 30D | +22.4% | +17.7% | +4.7% | +22.3% |
| 3M | +2.5% | +4.0% | -1.4% | +2.5% |
| 6M | +12.2% | +2.6% | +9.6% | +12.2% |
| YTD | -12.8% | +27.6% | -40.4% | -12.7% |
| 1Y | -19.2% | +59.9% | -79.1% | -19.0% |
| 3Y | -35.6% | +35.8% | -71.3% | -33.2% |
| All | -35.6% | +34.8% | -70.4% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling