-18.0%
CPB vs KMX
+35.0%
-53.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.3% | +2.6% | +5.7% |
| 7D | +13.0% | +2.1% | +10.8% | +12.8% |
| 30D | +20.5% | +0.5% | +20.0% | +20.2% |
| 3M | +2.2% | -4.1% | +6.3% | +2.0% |
| 6M | +15.4% | +49.5% | -34.1% | +13.3% |
| YTD | -12.3% | +42.7% | -55.0% | -14.2% |
| 1Y | -18.0% | +35.3% | -53.3% | -19.7% |
| All | -18.0% | +35.0% | -53.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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