+7.9%
CPB vs FIVE
+873.2%
-865.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +2.9% | +7.3% | -4.5% | +2.5% |
| 30D | +17.6% | +18.1% | -0.5% | +16.8% |
| 3M | +2.0% | +7.7% | -5.7% | +1.7% |
| 6M | +11.6% | +13.6% | -2.0% | +10.9% |
| YTD | -13.8% | +34.6% | -48.3% | -15.0% |
| 1Y | -21.6% | +66.2% | -87.8% | -23.4% |
| 3Y | -35.8% | +43.5% | -79.3% | -37.5% |
| 5Y | -33.3% | +20.7% | -53.9% | -35.0% |
| 10Y | -39.4% | +541.5% | -580.9% | -49.7% |
| All | +7.9% | +873.2% | -865.2% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling