-21.6%
CPB vs SM
+64.7%
-86.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.1% |
| 7D | +2.9% | -19.5% | +22.4% | +2.1% |
| 30D | +17.6% | -20.2% | +37.8% | +16.6% |
| 3M | +2.0% | -6.5% | +8.6% | +1.5% |
| 6M | +11.6% | +1.6% | +10.1% | +10.9% |
| YTD | -13.8% | +61.2% | -75.0% | -20.9% |
| 1Y | -21.6% | +65.4% | -86.9% | -28.9% |
| All | -21.6% | +64.7% | -86.3% | -28.9% |
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