+65.5%
A vs CPB
-35.1%
+100.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.1% |
| 7D | -0.5% | -1.6% | +1.1% | -0.2% |
| 30D | 0.0% | +19.2% | -19.2% | -3.0% |
| 3M | +16.7% | -0.9% | +17.6% | +16.9% |
| 6M | +54.8% | +15.2% | +39.6% | +50.4% |
| YTD | +28.8% | -13.1% | +41.9% | +31.3% |
| 1Y | +19.3% | -22.4% | +41.7% | +24.5% |
| 3Y | +65.5% | -35.3% | +100.8% | +75.7% |
| All | +65.5% | -35.1% | +100.6% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling