-60.5%
SPCH vs CPB
+3.7%
-64.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.2% | +13.1% | +11.0% |
| 7D | +6.2% | +3.3% | +2.9% | +9.5% |
| 30D | -28.1% | +19.0% | -47.1% | -17.2% |
| 3M | -0.5% | +0.4% | -0.9% | +8.2% |
| All | -60.5% | +3.7% | -64.3% | -57.6% |
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 · Available span rolling