+32.2%
CPB vs KMX
+389.9%
-357.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.2% |
| 7D | -4.1% | -2.3% | -1.8% | -4.0% |
| 30D | +16.9% | +6.3% | +10.6% | +16.5% |
| 3M | -0.6% | -7.4% | +6.8% | -0.2% |
| 6M | +11.4% | +37.9% | -26.5% | +8.9% |
| YTD | -14.8% | +39.5% | -54.3% | -17.1% |
| 1Y | -24.8% | +57.9% | -82.6% | -27.4% |
| 3Y | -36.6% | -15.0% | -21.6% | -37.0% |
| 5Y | -33.3% | -64.1% | +30.8% | -31.1% |
| 10Y | -40.4% | -1.6% | -38.8% | -43.1% |
| All | +32.2% | +389.9% | -357.7% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling