+168.3%
CPB vs SM
+1,608.3%
-1,440.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -3.3% |
| 7D | -8.6% | +0.1% | -8.7% | -8.6% |
| 30D | -7.2% | +26.3% | -33.6% | -7.8% |
| 3M | +0.9% | +8.7% | -7.8% | +0.6% |
| 6M | -11.8% | +51.7% | -63.5% | -13.0% |
| YTD | -19.4% | +99.0% | -118.5% | -21.1% |
| 1Y | -30.4% | +34.6% | -65.0% | -31.2% |
| 3Y | -40.2% | -7.8% | -32.4% | -40.6% |
| 5Y | -39.5% | +104.8% | -144.3% | -41.9% |
| 10Y | -47.4% | +7.2% | -54.6% | -51.5% |
| All | +168.3% | +1,608.3% | -1,440.0% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling