+205.8%
CPB vs SPY
+3,027.0%
-2,821.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -2.2% |
| 7D | +3.3% | +0.1% | +3.2% | +3.1% |
| 30D | +19.0% | -3.3% | +22.3% | +20.5% |
| 3M | +0.4% | -2.4% | +2.9% | +1.2% |
| 6M | +13.0% | +2.6% | +10.4% | +11.2% |
| YTD | -12.7% | +11.2% | -24.0% | -17.4% |
| 1Y | -20.9% | +13.4% | -34.3% | -25.8% |
| 3Y | -35.4% | +79.9% | -115.3% | -51.6% |
| 5Y | -32.3% | +72.2% | -104.5% | -49.1% |
| 10Y | -40.5% | +307.3% | -347.9% | -71.9% |
| All | +205.8% | +3,027.0% | -2,821.2% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling