-37.7%
CPB vs HRB
+104.8%
-142.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -8.0% | -10.6% | +2.6% | -6.7% |
| 30D | -2.4% | -0.8% | -1.6% | -2.6% |
| 3M | +0.5% | +19.1% | -18.5% | -2.1% |
| 6M | -10.5% | +48.7% | -59.2% | -15.3% |
| YTD | -17.5% | +7.1% | -24.6% | -18.9% |
| 1Y | -31.0% | -8.3% | -22.7% | -30.8% |
| 3Y | -40.6% | +25.8% | -66.5% | -42.7% |
| 5Y | -37.7% | +111.1% | -148.8% | -44.0% |
| All | -37.7% | +104.8% | -142.6% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling