-43.4%
CPB vs SM
+16.0%
-59.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -8.0% | -0.2% | -7.8% | -8.0% |
| 30D | -2.4% | +20.3% | -22.7% | -2.4% |
| 3M | +0.5% | +22.9% | -22.4% | +0.6% |
| 6M | -10.5% | +47.8% | -58.3% | -10.4% |
| YTD | -17.5% | +107.5% | -125.0% | -17.5% |
| 1Y | -31.0% | +51.7% | -82.8% | -31.0% |
| 3Y | -40.6% | -0.9% | -39.8% | -40.7% |
| 5Y | -37.7% | +112.2% | -150.0% | -37.6% |
| 10Y | -43.4% | +20.3% | -63.8% | -43.5% |
| All | -43.4% | +16.0% | -59.4% | -43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling