-46.7%
CPB vs QSR
+135.2%
-181.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.8% | -4.0% | +2.2% | -1.4% |
| 30D | -7.1% | +2.8% | -9.8% | -7.3% |
| 3M | -6.0% | +5.1% | -11.1% | -6.5% |
| 6M | -5.3% | +8.8% | -14.1% | -6.0% |
| YTD | -20.8% | +14.8% | -35.7% | -21.8% |
| 1Y | -33.8% | +25.7% | -59.6% | -35.1% |
| 3Y | -43.7% | +27.5% | -71.3% | -44.9% |
| 5Y | -40.7% | +41.3% | -82.0% | -42.3% |
| All | -46.7% | +135.2% | -181.9% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling