-14.6%
CPB vs USFR
+28.6%
-43.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +16.9% | +0.4% | +16.5% | +16.8% |
| 3M | -0.6% | +1.1% | -1.6% | -0.8% |
| 6M | +11.4% | +2.1% | +9.3% | +10.9% |
| YTD | -14.8% | +3.4% | -18.3% | -15.4% |
| 1Y | -24.8% | +4.1% | -28.9% | -25.3% |
| 3Y | -36.6% | +14.4% | -51.0% | -38.1% |
| 5Y | -33.3% | +21.4% | -54.8% | -35.6% |
| 10Y | -40.4% | +28.5% | -68.9% | -43.3% |
| All | -14.6% | +28.6% | -43.2% | -21.2% |
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