+22.4%
A vs CPB
-21.8%
+44.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +1.4% | +2.9% | -1.5% | +1.1% |
| 30D | +4.3% | +17.6% | -13.3% | +2.6% |
| 3M | +19.8% | +2.0% | +17.7% | +19.9% |
| 6M | +54.4% | +11.6% | +42.7% | +52.2% |
| YTD | +31.7% | -13.8% | +45.5% | +31.8% |
| 1Y | +22.4% | -21.6% | +44.0% | +24.5% |
| All | +22.4% | -21.8% | +44.3% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling