+12.5%
A vs CPB
-30.5%
+43.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | -0.1% | +8.0% | -8.0% | -1.2% |
| 30D | +3.4% | +22.4% | -19.0% | +0.2% |
| 3M | +23.8% | +3.8% | +20.0% | +23.0% |
| 6M | +49.0% | +13.7% | +35.3% | +45.6% |
| YTD | +29.4% | -11.7% | +41.1% | +31.1% |
| 1Y | +19.4% | -18.1% | +37.5% | +22.4% |
| 3Y | +66.2% | -34.7% | +100.9% | +73.9% |
| All | +12.5% | -30.5% | +43.0% | +19.4% |
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