-31.7%
CPB vs SM
+46.7%
-78.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.7% |
| 7D | -8.2% | -0.2% | -8.1% | -8.2% |
| 30D | -5.6% | +31.5% | -37.1% | -5.6% |
| 3M | +3.0% | +17.3% | -14.4% | +3.2% |
| 6M | -12.7% | +48.5% | -61.2% | -14.2% |
| YTD | -18.0% | +106.3% | -124.2% | -22.7% |
| 1Y | -31.7% | +47.3% | -79.0% | -33.3% |
| All | -31.7% | +46.7% | -78.5% | -33.3% |
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