+81.7%
AA vs CPB
-40.7%
+122.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -2.6% |
| 7D | -0.7% | -8.6% | +7.9% | -1.9% |
| 30D | +5.0% | -7.2% | +12.2% | +3.9% |
| 3M | -35.8% | +0.9% | -36.7% | -35.5% |
| 6M | -18.4% | -11.8% | -6.6% | -19.0% |
| YTD | -5.5% | -19.4% | +13.9% | -6.5% |
| 1Y | +61.0% | -30.4% | +91.3% | +58.8% |
| All | +81.7% | -40.7% | +122.4% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling