+78.3%
CPB vs IBN
+1,756.6%
-1,678.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.3% |
| 7D | +3.3% | +14.6% | -11.4% | +2.3% |
| 30D | +19.0% | +23.5% | -4.5% | +17.4% |
| 3M | +0.4% | +14.0% | -13.6% | -0.4% |
| 6M | +13.0% | +31.1% | -18.2% | +10.9% |
| YTD | -12.7% | +16.6% | -29.3% | -13.7% |
| 1Y | -20.9% | +14.9% | -35.8% | -21.7% |
| 3Y | -35.4% | +56.9% | -92.3% | -37.5% |
| 5Y | -32.3% | +69.7% | -102.0% | -35.1% |
| 10Y | -40.5% | +365.4% | -405.9% | -47.9% |
| All | +78.3% | +1,756.6% | -1,678.3% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling