-19.2%
CPB vs USFR
+27.5%
-46.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -8.6% | +0.1% | -8.7% | -8.6% |
| 30D | -7.2% | +0.3% | -7.5% | -7.3% |
| 3M | +0.9% | +1.0% | -0.1% | +0.7% |
| 6M | -11.8% | +1.9% | -13.8% | -12.1% |
| YTD | -19.4% | +2.6% | -22.0% | -19.8% |
| 1Y | -30.4% | +4.0% | -34.4% | -30.9% |
| 3Y | -40.2% | +14.1% | -54.3% | -41.5% |
| 5Y | -39.5% | +20.4% | -59.9% | -41.5% |
| 10Y | -47.4% | +28.0% | -75.4% | -49.9% |
| All | -19.2% | +27.5% | -46.8% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling