+32.8%
A vs CPB
-40.7%
+73.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.2% |
| 7D | -1.9% | -8.6% | +6.7% | -0.4% |
| 30D | +6.9% | -7.2% | +14.2% | +8.3% |
| 3M | +9.2% | +0.9% | +8.3% | +8.7% |
| 6M | +25.7% | -11.8% | +37.5% | +27.8% |
| YTD | +11.5% | -19.4% | +30.9% | +15.2% |
| 1Y | +18.4% | -30.4% | +48.7% | +25.8% |
| All | +32.8% | -40.7% | +73.5% | +40.9% |
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