+11.2%
AR vs CPB
-21.8%
+33.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.1% |
| 7D | -5.8% | +2.9% | -8.6% | -5.5% |
| 30D | +4.8% | +17.6% | -12.8% | +5.7% |
| 3M | +1.5% | +2.0% | -0.5% | +1.7% |
| 6M | +4.7% | +11.6% | -6.9% | +5.3% |
| YTD | +9.2% | -13.8% | +23.0% | +12.0% |
| 1Y | +11.2% | -21.6% | +32.7% | +17.0% |
| All | +11.2% | -21.8% | +33.0% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling