+12.4%
AA vs CPB
-39.5%
+51.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -2.5% |
| 7D | -0.7% | -8.6% | +7.9% | -1.6% |
| 30D | +5.0% | -7.2% | +12.2% | +4.2% |
| 3M | -35.8% | +0.9% | -36.7% | -35.6% |
| 6M | -18.4% | -11.8% | -6.6% | -18.9% |
| YTD | -5.5% | -19.4% | +13.9% | -6.3% |
| 1Y | +61.0% | -30.4% | +91.3% | +59.0% |
| 3Y | +66.2% | -40.2% | +106.4% | +60.7% |
| All | +12.4% | -39.5% | +51.9% | +9.3% |
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