+182.4%
CPB vs SPY
+3,091.8%
-2,909.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -8.6% | +0.1% | -8.7% | -8.7% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | +0.9% | +2.0% | -1.1% | -0.2% |
| 6M | -11.8% | +13.0% | -24.8% | -16.7% |
| YTD | -19.4% | +13.5% | -33.0% | -24.2% |
| 1Y | -30.4% | +20.0% | -50.3% | -36.2% |
| 3Y | -40.2% | +77.2% | -117.3% | -54.8% |
| 5Y | -39.5% | +81.9% | -121.4% | -55.6% |
| 10Y | -47.4% | +314.1% | -361.4% | -75.2% |
| All | +182.4% | +3,091.8% | -2,909.4% | -73.0% |
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