-40.3%
CPB vs IBN
+385.6%
-425.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.2% |
| 7D | -1.6% | +1.9% | -3.4% | -1.7% |
| 30D | +19.2% | +22.1% | -2.9% | +18.0% |
| 3M | -0.9% | +17.1% | -18.0% | -1.8% |
| 6M | +15.2% | +35.5% | -20.3% | +13.4% |
| YTD | -13.1% | +16.8% | -29.9% | -13.9% |
| 1Y | -22.4% | +12.4% | -34.8% | -23.0% |
| 3Y | -35.3% | +58.0% | -93.3% | -36.8% |
| 5Y | -33.0% | +73.7% | -106.7% | -35.0% |
| All | -40.3% | +385.6% | -425.8% | -44.7% |
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