+187.1%
CPB vs SM
+1,283.9%
-1,096.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.2% |
| 7D | +2.9% | -19.5% | +22.4% | +3.4% |
| 30D | +17.6% | -20.2% | +37.8% | +18.2% |
| 3M | +2.0% | -6.5% | +8.6% | +2.1% |
| 6M | +11.6% | +1.6% | +10.1% | +11.3% |
| YTD | -13.8% | +61.2% | -75.0% | -15.2% |
| 1Y | -21.6% | +65.4% | -86.9% | -23.0% |
| 3Y | -35.8% | -13.0% | -22.8% | -36.3% |
| 5Y | -33.3% | -4.3% | -29.0% | -34.6% |
| 10Y | -39.4% | +3.0% | -42.4% | -44.4% |
| All | +187.1% | +1,283.9% | -1,096.8% | +102.0% |
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