-38.4%
CPB vs USFR
+20.5%
-58.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | -8.2% | +0.1% | -8.3% | -8.2% |
| 30D | -5.6% | +0.3% | -5.9% | -5.3% |
| 3M | +3.0% | +1.0% | +2.0% | +3.7% |
| 6M | -12.7% | +1.9% | -14.6% | -11.3% |
| YTD | -18.0% | +2.7% | -20.6% | -15.8% |
| 1Y | -31.7% | +4.0% | -35.8% | -28.8% |
| 3Y | -41.0% | +14.0% | -55.0% | -24.5% |
| 5Y | -38.4% | +20.4% | -58.8% | -0.7% |
| All | -38.4% | +20.5% | -58.8% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling