-43.4%
CPB vs IBN
+312.2%
-355.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -8.0% | -5.1% | -2.9% | -7.8% |
| 30D | -2.4% | -3.5% | +1.1% | -2.3% |
| 3M | +0.5% | +11.3% | -10.8% | 0.0% |
| 6M | -10.5% | +4.4% | -14.9% | -10.7% |
| YTD | -17.5% | -1.8% | -15.7% | -17.5% |
| 1Y | -31.0% | -8.0% | -23.1% | -30.9% |
| 3Y | -40.6% | +27.1% | -67.7% | -41.3% |
| 5Y | -37.7% | +54.5% | -92.2% | -39.1% |
| 10Y | -43.4% | +314.2% | -357.7% | -46.7% |
| All | -43.4% | +312.2% | -355.6% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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