+122.2%
ALL vs CPB
-39.5%
+161.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.0% | -0.5% |
| 7D | 0.0% | -8.6% | +8.6% | +2.1% |
| 30D | -1.5% | -7.2% | +5.8% | +0.1% |
| 3M | +23.6% | +0.9% | +22.7% | +22.8% |
| 6M | +22.3% | -11.8% | +34.1% | +25.4% |
| YTD | +26.5% | -19.4% | +45.9% | +32.4% |
| 1Y | +27.0% | -30.4% | +57.4% | +37.9% |
| 3Y | +149.6% | -40.2% | +189.7% | +179.2% |
| All | +122.2% | -39.5% | +161.7% | +133.0% |
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