-30.4%
CPB vs SM
+36.8%
-67.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -3.4% |
| 7D | -8.6% | -0.5% | -8.1% | -8.6% |
| 30D | -7.2% | +25.6% | -32.8% | -7.0% |
| 3M | +0.9% | +8.0% | -7.2% | +1.4% |
| 6M | -11.8% | +50.8% | -62.6% | -13.1% |
| YTD | -19.4% | +97.9% | -117.3% | -23.0% |
| 1Y | -30.4% | +33.8% | -64.2% | -32.3% |
| All | -30.4% | +36.8% | -67.1% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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