+476.0%
A vs CPB
+3.9%
+472.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.5% |
| 7D | -1.9% | -8.6% | +6.7% | +0.4% |
| 30D | +6.9% | -7.2% | +14.2% | +9.0% |
| 3M | +9.2% | +0.9% | +8.3% | +8.4% |
| 6M | +25.7% | -11.8% | +37.5% | +29.1% |
| YTD | +11.5% | -19.4% | +30.9% | +17.2% |
| 1Y | +18.4% | -30.4% | +48.7% | +29.2% |
| 3Y | +26.6% | -40.2% | +66.8% | +41.9% |
| 5Y | -12.8% | -39.5% | +26.7% | -4.2% |
| 10Y | +247.2% | -47.4% | +294.6% | +280.5% |
| All | +476.0% | +3.9% | +472.1% | +392.6% |
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