+568.3%
A vs CPB
+13.8%
+554.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | -0.1% | +8.0% | -8.0% | -2.2% |
| 30D | +3.4% | +22.4% | -19.0% | -2.5% |
| 3M | +23.8% | +3.8% | +20.0% | +21.8% |
| 6M | +49.0% | +13.7% | +35.3% | +42.5% |
| YTD | +29.4% | -11.7% | +41.1% | +31.9% |
| 1Y | +19.4% | -18.1% | +37.5% | +24.2% |
| 3Y | +66.2% | -34.7% | +100.9% | +81.3% |
| 5Y | +15.8% | -30.6% | +46.4% | +21.8% |
| 10Y | +326.1% | -37.1% | +363.2% | +339.4% |
| All | +568.3% | +13.8% | +554.4% | +454.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling