-41.0%
CPB vs HRB
+28.7%
-69.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.2% | +2.7% |
| 7D | -8.2% | -9.1% | +0.8% | -7.0% |
| 30D | -5.6% | +0.3% | -5.9% | -5.9% |
| 3M | +3.0% | +23.4% | -20.4% | -0.6% |
| 6M | -12.7% | +45.1% | -57.8% | -17.7% |
| YTD | -18.0% | +8.9% | -26.9% | -19.3% |
| 1Y | -31.7% | -7.9% | -23.8% | -30.8% |
| 3Y | -41.0% | +27.9% | -68.9% | -42.8% |
| All | -41.0% | +28.7% | -69.7% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling