+3,716.0%
ALL vs CPB
+188.7%
+3,527.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.0% | -0.3% |
| 7D | 0.0% | -8.6% | +8.6% | +2.8% |
| 30D | -1.5% | -7.2% | +5.8% | +0.6% |
| 3M | +23.6% | +0.9% | +22.7% | +22.6% |
| 6M | +22.3% | -11.8% | +34.1% | +26.2% |
| YTD | +26.5% | -19.4% | +45.9% | +33.9% |
| 1Y | +27.0% | -30.4% | +57.4% | +40.5% |
| 3Y | +149.6% | -40.2% | +189.7% | +185.7% |
| 5Y | +118.1% | -39.5% | +157.6% | +145.8% |
| 10Y | +369.0% | -47.4% | +416.4% | +429.3% |
| All | +3,716.0% | +188.7% | +3,527.3% | +2,725.9% |
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