-41.0%
CPB vs USFR
+14.0%
-55.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.6% |
| 7D | -8.2% | +0.1% | -8.3% | -8.4% |
| 30D | -5.6% | +0.3% | -5.9% | -6.5% |
| 3M | +3.0% | +1.0% | +2.0% | -0.2% |
| 6M | -12.7% | +1.9% | -14.6% | -17.8% |
| YTD | -18.0% | +2.7% | -20.6% | -23.9% |
| 1Y | -31.7% | +4.0% | -35.8% | -38.8% |
| 3Y | -41.0% | +14.0% | -55.0% | -53.3% |
| All | -41.0% | +14.0% | -55.0% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling