-33.8%
CPB vs QSR
+28.6%
-62.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.8% | -4.0% | +2.2% | -0.7% |
| 30D | -7.1% | +2.8% | -9.8% | -8.0% |
| 3M | -6.0% | +5.1% | -11.1% | -7.5% |
| 6M | -5.3% | +8.8% | -14.1% | -8.0% |
| YTD | -20.8% | +14.8% | -35.7% | -24.3% |
| 1Y | -33.8% | +25.7% | -59.6% | -36.8% |
| All | -33.8% | +28.6% | -62.4% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling