+2,583.1%
HPQ vs CPB
+345.1%
+2,238.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.9% | -5.8% | +3.9% | -0.5% |
| 30D | -5.7% | +16.5% | -22.2% | -9.0% |
| 3M | -0.4% | -1.1% | +0.7% | -0.5% |
| 6M | +40.0% | +11.5% | +28.5% | +36.0% |
| YTD | +34.6% | -15.7% | +50.4% | +38.9% |
| 1Y | +20.4% | -24.7% | +45.1% | +27.3% |
| 3Y | +18.3% | -37.3% | +55.6% | +28.6% |
| 5Y | +9.6% | -35.0% | +44.6% | +16.8% |
| 10Y | +156.3% | -41.0% | +197.4% | +167.6% |
| All | +2,583.1% | +345.1% | +2,238.0% | +1,170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling