+210.9%
AA vs CPB
+360.6%
-149.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.2% |
| 7D | +0.9% | +8.0% | -7.1% | -0.8% |
| 30D | -6.7% | +22.4% | -29.1% | -11.0% |
| 3M | -16.3% | +2.5% | -18.9% | -17.2% |
| 6M | -37.1% | +12.2% | -49.3% | -39.4% |
| YTD | -25.0% | -12.8% | -12.2% | -24.1% |
| 1Y | +8.6% | -19.2% | +27.7% | +11.8% |
| 3Y | +57.2% | -35.6% | +92.8% | +67.4% |
| 5Y | -13.0% | -31.4% | +18.4% | -10.8% |
| 10Y | +65.5% | -37.9% | +103.5% | +65.4% |
| All | +210.9% | +360.6% | -149.7% | +65.5% |
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