-37.7%
CPB vs KMX
-54.2%
+16.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.6% |
| 7D | -8.0% | -1.9% | -6.1% | -7.9% |
| 30D | -2.4% | +2.6% | -5.0% | -2.7% |
| 3M | +0.5% | +25.6% | -25.0% | -1.5% |
| 6M | -10.5% | +41.9% | -52.3% | -13.3% |
| YTD | -17.5% | +56.0% | -73.6% | -21.0% |
| 1Y | -31.0% | -1.8% | -29.3% | -31.6% |
| 3Y | -40.6% | -25.7% | -14.9% | -40.5% |
| 5Y | -37.7% | -54.7% | +17.0% | -36.2% |
| All | -37.7% | -54.2% | +16.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling