-43.9%
CPB vs KMX
-26.1%
-17.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.3% |
| 7D | -5.4% | -3.4% | -2.0% | -5.1% |
| 30D | -7.8% | +4.0% | -11.9% | -8.3% |
| 3M | -6.9% | +24.8% | -31.7% | -9.2% |
| 6M | -12.2% | +43.6% | -55.8% | -15.8% |
| YTD | -21.1% | +56.6% | -77.7% | -25.3% |
| 1Y | -33.5% | +2.2% | -35.8% | -34.1% |
| All | -43.9% | -26.1% | -17.8% | -43.1% |
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