+370.3%
CPB vs HRB
+3,493.2%
-3,122.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.1% | -8.1% | +4.0% | -2.8% |
| 30D | +16.9% | +15.0% | +1.9% | +14.4% |
| 3M | -0.6% | +10.2% | -10.8% | -2.4% |
| 6M | +11.4% | +44.2% | -32.9% | +4.7% |
| YTD | -14.8% | +21.0% | -35.8% | -18.4% |
| 1Y | -24.8% | +12.0% | -36.7% | -27.1% |
| 3Y | -36.6% | +24.9% | -61.5% | -40.2% |
| 5Y | -33.3% | +144.6% | -177.9% | -44.4% |
| 10Y | -40.4% | +229.4% | -269.8% | -55.4% |
| All | +370.3% | +3,493.2% | -3,122.9% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling