-43.7%
CPB vs SPY
+314.4%
-358.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -8.2% | +0.5% | -8.8% | -8.4% |
| 30D | -5.6% | -0.9% | -4.7% | -5.4% |
| 3M | +3.0% | +3.9% | -0.9% | +1.9% |
| 6M | -12.7% | +14.5% | -27.2% | -15.8% |
| YTD | -18.0% | +12.9% | -30.9% | -20.6% |
| 1Y | -31.7% | +19.4% | -51.1% | -35.0% |
| 3Y | -41.0% | +78.5% | -119.4% | -50.3% |
| 5Y | -38.4% | +81.8% | -120.1% | -49.0% |
| All | -43.7% | +314.4% | -358.2% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling