-40.5%
CPB vs SM
+4.9%
-45.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -1.2% |
| 7D | +3.3% | -22.3% | +25.5% | +3.2% |
| 30D | +19.0% | -21.4% | +40.4% | +18.9% |
| 3M | +0.4% | +1.4% | -0.9% | +0.4% |
| 6M | +13.0% | +0.1% | +12.9% | +13.0% |
| YTD | -12.7% | +59.0% | -71.7% | -12.8% |
| 1Y | -20.9% | +64.3% | -85.2% | -20.9% |
| 3Y | -35.4% | -13.1% | -22.3% | -35.5% |
| 5Y | -32.3% | -13.9% | -18.4% | -32.3% |
| 10Y | -40.5% | +1.7% | -42.2% | -40.6% |
| All | -40.5% | +4.9% | -45.5% | -40.6% |
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