-22.4%
CPB vs IBN
+12.1%
-34.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.1% |
| 7D | -1.6% | +1.9% | -3.4% | -1.8% |
| 30D | +19.2% | +22.1% | -2.9% | +16.4% |
| 3M | -1.0% | +17.1% | -18.1% | -3.1% |
| 6M | +15.2% | +35.5% | -20.3% | +12.4% |
| YTD | -13.1% | +16.8% | -29.9% | -16.8% |
| 1Y | -22.4% | +12.4% | -34.8% | -26.4% |
| All | -22.4% | +12.1% | -34.6% | -26.4% |
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