-11.8%
CPB vs IBN
+3.3%
-15.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -8.6% | +1.4% | -10.0% | -8.8% |
| 30D | -7.2% | -0.3% | -6.9% | -7.1% |
| 3M | +0.9% | +17.1% | -16.2% | -1.7% |
| 6M | -11.8% | +3.4% | -15.2% | -13.0% |
| All | -11.8% | +3.3% | -15.1% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling