+8.7%
AA vs CPB
-20.9%
+29.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +6.9% | +5.5% |
| 7D | +4.8% | +3.3% | +1.6% | +5.6% |
| 30D | -0.6% | +19.0% | -19.6% | +4.3% |
| 3M | -16.3% | +0.4% | -16.7% | -16.1% |
| 6M | -33.4% | +13.0% | -46.4% | -29.9% |
| YTD | -20.7% | -12.7% | -8.0% | -21.7% |
| All | +8.7% | -20.9% | +29.5% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling