-42.1%
CPB vs SM
+18.2%
-60.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.2% | -1.1% |
| 7D | -5.8% | +10.6% | -16.4% | -5.8% |
| 30D | +16.5% | -15.0% | +31.4% | +16.4% |
| 3M | -1.1% | +1.7% | -2.8% | -1.1% |
| 6M | +11.5% | +5.9% | +5.6% | +11.5% |
| YTD | -15.7% | +79.0% | -94.7% | -15.7% |
| 1Y | -24.7% | +84.7% | -109.3% | -24.7% |
| 3Y | -37.3% | -3.5% | -33.8% | -37.4% |
| 5Y | -35.0% | +4.9% | -40.0% | -35.1% |
| All | -42.1% | +18.2% | -60.2% | -42.1% |
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