-41.5%
CPB vs SM
-6.8%
-34.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.4% |
| 7D | -8.6% | +0.1% | -8.7% | -8.6% |
| 30D | -7.2% | +26.3% | -33.6% | -7.5% |
| 3M | +0.9% | +8.7% | -7.8% | +0.9% |
| 6M | -11.8% | +51.7% | -63.5% | -12.8% |
| YTD | -19.4% | +99.0% | -118.5% | -21.2% |
| 1Y | -30.4% | +34.6% | -65.0% | -31.3% |
| All | -41.5% | -6.8% | -34.7% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling