-36.6%
CPB vs KMX
-13.7%
-22.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.2% |
| 7D | -4.1% | -2.3% | -1.8% | -3.9% |
| 30D | +16.9% | +6.3% | +10.6% | +16.2% |
| 3M | -0.6% | -7.4% | +6.8% | 0.0% |
| 6M | +11.4% | +37.9% | -26.5% | +7.3% |
| YTD | -14.8% | +39.5% | -54.3% | -18.8% |
| 1Y | -24.8% | +57.9% | -82.6% | -29.5% |
| All | -36.6% | -13.7% | -22.9% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling