+194.0%
CPB vs SM
+1,302.7%
-1,108.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | +8.0% | -25.9% | +33.9% | +8.7% |
| 30D | +22.4% | -15.1% | +37.5% | +22.8% |
| 3M | +3.8% | +4.9% | -1.0% | +3.5% |
| 6M | +13.7% | +6.1% | +7.5% | +13.2% |
| YTD | -11.7% | +63.4% | -75.1% | -13.2% |
| 1Y | -18.1% | +72.5% | -90.6% | -19.7% |
| 3Y | -34.7% | -16.9% | -17.8% | -35.1% |
| 5Y | -30.6% | -10.6% | -19.9% | -31.8% |
| 10Y | -37.1% | +11.3% | -48.4% | -42.5% |
| All | +194.0% | +1,302.7% | -1,108.7% | +106.7% |
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