+198.4%
CPB vs SPY
+3,056.6%
-2,858.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.8% |
| 7D | -4.1% | -0.9% | -3.2% | -3.8% |
| 30D | +16.9% | -2.4% | +19.3% | +17.9% |
| 3M | -0.6% | -1.2% | +0.6% | -0.4% |
| 6M | +11.4% | +3.3% | +8.1% | +9.2% |
| YTD | -14.8% | +12.3% | -27.1% | -19.7% |
| 1Y | -24.8% | +12.4% | -37.2% | -29.2% |
| 3Y | -36.6% | +78.8% | -115.4% | -52.4% |
| 5Y | -33.3% | +75.2% | -108.5% | -50.3% |
| 10Y | -40.4% | +311.1% | -351.5% | -71.9% |
| All | +198.4% | +3,056.6% | -2,858.2% | -71.4% |
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