-24.8%
CPB vs IBN
+15.0%
-39.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -4.1% | +11.1% | -15.2% | -5.6% |
| 30D | +16.9% | +23.9% | -6.9% | +14.0% |
| 3M | -0.6% | +16.3% | -16.9% | -2.7% |
| 6M | +11.4% | +34.2% | -22.8% | +8.4% |
| YTD | -14.8% | +17.6% | -32.4% | -18.7% |
| 1Y | -24.8% | +13.8% | -38.6% | -28.4% |
| All | -24.8% | +15.0% | -39.8% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling