+25.1%
CPB vs KMX
+475.4%
-450.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.5% |
| 7D | -8.6% | +1.9% | -10.5% | -8.7% |
| 30D | -7.2% | +11.7% | -18.9% | -7.9% |
| 3M | +0.9% | +34.9% | -34.0% | -1.1% |
| 6M | -11.8% | +50.3% | -62.1% | -14.3% |
| YTD | -19.4% | +63.8% | -83.2% | -22.3% |
| 1Y | -30.4% | +3.8% | -34.2% | -31.2% |
| 3Y | -40.2% | -24.3% | -15.9% | -40.1% |
| 5Y | -39.5% | -50.2% | +10.7% | -38.7% |
| 10Y | -47.4% | +5.4% | -52.8% | -50.0% |
| All | +25.1% | +475.4% | -450.3% | +10.2% |
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 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