+218.9%
CTVA vs CPB
-28.5%
+247.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.4% |
| 7D | -4.7% | -5.4% | +0.7% | -3.9% |
| 30D | +11.1% | -7.8% | +18.9% | +12.4% |
| 3M | +13.7% | -6.9% | +20.6% | +14.7% |
| 6M | +11.2% | -12.2% | +23.4% | +13.1% |
| YTD | +26.9% | -21.1% | +48.0% | +31.1% |
| 1Y | +18.8% | -33.5% | +52.3% | +26.5% |
| 3Y | +75.9% | -43.2% | +119.1% | +91.3% |
| 5Y | +105.2% | -40.9% | +146.1% | +119.9% |
| All | +218.9% | -28.5% | +247.4% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling