-12.0%
A vs CPB
-39.5%
+27.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.1% |
| 7D | -1.9% | -8.6% | +6.7% | -0.5% |
| 30D | +6.9% | -7.2% | +14.2% | +8.1% |
| 3M | +9.2% | +0.9% | +8.3% | +8.8% |
| 6M | +25.7% | -11.8% | +37.5% | +27.6% |
| YTD | +11.5% | -19.4% | +30.9% | +14.7% |
| 1Y | +18.4% | -30.4% | +48.7% | +24.6% |
| 3Y | +26.6% | -40.2% | +66.8% | +34.3% |
| All | -12.0% | -39.5% | +27.4% | -6.9% |
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 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 · 6 months rolling