-44.5%
CPB vs HRB
+209.3%
-253.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -8.0% | -10.6% | +2.6% | -6.9% |
| 30D | -2.4% | -0.8% | -1.6% | -2.5% |
| 3M | +0.5% | +19.1% | -18.5% | -1.6% |
| 6M | -10.5% | +48.7% | -59.2% | -14.6% |
| YTD | -17.5% | +7.1% | -24.6% | -18.8% |
| 1Y | -31.0% | -8.3% | -22.7% | -31.0% |
| 3Y | -40.6% | +25.8% | -66.5% | -42.6% |
| 5Y | -37.7% | +111.1% | -148.8% | -43.1% |
| All | -44.5% | +209.3% | -253.8% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling