-35.0%
CPB vs FIVE
+18.5%
-53.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -1.0% |
| 7D | -5.8% | +2.4% | -8.3% | -5.9% |
| 30D | +16.5% | +15.8% | +0.6% | +16.1% |
| 3M | -1.1% | +3.8% | -4.9% | -1.2% |
| 6M | +11.5% | +18.5% | -7.1% | +11.1% |
| YTD | -15.7% | +31.2% | -47.0% | -16.2% |
| 1Y | -24.7% | +61.8% | -86.5% | -25.4% |
| 3Y | -37.3% | +39.9% | -77.2% | -37.0% |
| 5Y | -35.0% | +18.3% | -53.4% | -35.5% |
| All | -35.0% | +18.5% | -53.6% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling