-20.6%
CPB vs SM
+62.4%
-83.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -1.3% |
| 7D | +3.3% | -22.3% | +25.5% | +2.4% |
| 30D | +19.0% | -21.4% | +40.4% | +17.9% |
| 3M | +0.4% | +1.4% | -0.9% | 0.0% |
| 6M | +13.0% | +0.1% | +12.9% | +12.1% |
| YTD | -12.7% | +59.0% | -71.7% | -20.0% |
| All | -20.6% | +62.4% | -83.0% | -28.0% |
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