+36.6%
CTVA vs CPB
-33.2%
+69.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +2.1% |
| 7D | -20.8% | -1.6% | -19.2% | -20.6% |
| 30D | -29.6% | +19.2% | -48.8% | -31.3% |
| 3M | -16.9% | -0.9% | -16.0% | -16.7% |
| 6M | -24.3% | +15.2% | -39.5% | -25.9% |
| YTD | -5.6% | -13.1% | +7.5% | -3.7% |
| 1Y | -4.2% | -22.4% | +18.3% | -0.2% |
| 3Y | +43.3% | -35.3% | +78.6% | +53.2% |
| All | +36.6% | -33.2% | +69.9% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling