+60.6%
CPB vs SNY
+241.5%
-181.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -5.4% | -3.6% | -1.7% | -4.6% |
| 30D | -7.8% | -1.9% | -5.9% | -7.4% |
| 3M | -6.9% | -2.0% | -5.0% | -6.6% |
| 6M | -12.2% | +2.5% | -14.7% | -12.9% |
| YTD | -21.1% | -7.0% | -14.1% | -20.0% |
| 1Y | -33.5% | -4.4% | -29.1% | -33.0% |
| 3Y | -43.2% | -8.4% | -34.8% | -43.0% |
| 5Y | -40.9% | +9.5% | -50.4% | -43.7% |
| 10Y | -45.9% | +64.3% | -110.2% | -53.9% |
| All | +60.6% | +241.5% | -181.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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