-40.3%
CPB vs HRB
+221.6%
-261.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.3% |
| 7D | -1.6% | -5.1% | +3.5% | -1.0% |
| 30D | +19.2% | +8.7% | +10.5% | +18.2% |
| 3M | -0.9% | -5.4% | +4.4% | -0.4% |
| 6M | +15.2% | +41.6% | -26.3% | +10.8% |
| YTD | -13.1% | +18.7% | -31.7% | -15.4% |
| 1Y | -22.4% | +16.4% | -38.9% | -24.3% |
| 3Y | -35.3% | +22.0% | -57.3% | -37.4% |
| 5Y | -33.0% | +141.2% | -174.2% | -39.5% |
| All | -40.3% | +221.6% | -261.8% | -47.7% |
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 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