-35.4%
CPB vs IBN
+56.2%
-91.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.4% |
| 7D | +3.3% | +14.6% | -11.4% | +1.6% |
| 30D | +19.0% | +23.5% | -4.5% | +16.5% |
| 3M | +0.4% | +14.0% | -13.6% | -1.1% |
| 6M | +13.0% | +31.1% | -18.2% | +9.9% |
| YTD | -12.7% | +16.6% | -29.3% | -14.4% |
| 1Y | -20.9% | +14.9% | -35.8% | -22.3% |
| 3Y | -35.4% | +56.9% | -92.3% | -34.6% |
| All | -35.4% | +56.2% | -91.6% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling