-46.9%
CPB vs HRB
+207.5%
-254.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | -5.4% | -12.2% | +6.8% | -4.1% |
| 30D | -7.8% | -3.0% | -4.9% | -7.7% |
| 3M | -6.9% | +21.7% | -28.6% | -9.1% |
| 6M | -12.2% | +52.3% | -64.5% | -16.4% |
| YTD | -21.1% | +6.5% | -27.6% | -22.2% |
| 1Y | -33.5% | -6.7% | -26.8% | -33.6% |
| 3Y | -43.2% | +25.1% | -68.3% | -45.1% |
| 5Y | -40.9% | +113.8% | -154.7% | -46.0% |
| All | -46.9% | +207.5% | -254.4% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HRB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling