-37.3%
CPB vs PTEN
-0.1%
-37.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.0% |
| 7D | -5.8% | +7.2% | -13.0% | -5.5% |
| 30D | +16.5% | -7.4% | +23.8% | +16.2% |
| 3M | -1.1% | -2.4% | +1.3% | -1.1% |
| 6M | +11.5% | -10.0% | +21.5% | +11.9% |
| YTD | -15.7% | +79.7% | -95.5% | -15.9% |
| 1Y | -24.7% | +86.5% | -111.2% | -24.8% |
| All | -37.3% | -0.1% | -37.2% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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