+3,646.0%
ALL vs CPB
+212.3%
+3,433.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.1% |
| 7D | -1.9% | +8.0% | -9.9% | -4.3% |
| 30D | +13.8% | +22.4% | -8.6% | +6.5% |
| 3M | -7.0% | +2.5% | -9.5% | -8.2% |
| 6M | +18.0% | +12.2% | +5.8% | +12.7% |
| YTD | +24.2% | -12.8% | +37.0% | +27.9% |
| 1Y | +31.2% | -19.2% | +50.3% | +38.2% |
| 3Y | +107.5% | -35.6% | +143.1% | +131.6% |
| 5Y | +144.8% | -31.4% | +176.2% | +164.1% |
| 10Y | +375.8% | -37.9% | +413.7% | +406.0% |
| All | +3,646.0% | +212.3% | +3,433.7% | +2,597.7% |
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