-41.7%
CPB vs PTEN
-5.2%
-36.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.2% | +1.8% |
| 7D | -8.2% | -1.0% | -7.2% | -8.2% |
| 30D | -5.6% | +29.3% | -34.9% | -5.2% |
| 3M | +3.0% | +7.2% | -4.3% | +3.7% |
| 6M | -12.7% | +43.5% | -56.3% | -12.4% |
| YTD | -18.0% | +113.2% | -131.2% | -18.4% |
| 1Y | -31.7% | +135.1% | -166.8% | -32.3% |
| All | -41.7% | -5.2% | -36.5% | -40.4% |
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