-27.0%
CPB vs QSR
+206.0%
-233.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -8.0% | -2.4% | -5.6% | -7.8% |
| 30D | -2.4% | +5.7% | -8.1% | -3.0% |
| 3M | +0.5% | +6.9% | -6.4% | -0.2% |
| 6M | -10.5% | +6.9% | -17.3% | -11.1% |
| YTD | -17.5% | +14.9% | -32.4% | -18.7% |
| 1Y | -31.0% | +29.1% | -60.1% | -32.8% |
| 3Y | -40.6% | +26.1% | -66.7% | -42.1% |
| 5Y | -37.7% | +42.3% | -80.0% | -39.9% |
| 10Y | -43.4% | +134.0% | -177.4% | -48.5% |
| All | -27.0% | +206.0% | -233.0% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling