+74.2%
AR vs CPB
-31.3%
+105.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -14.3% | +8.0% | -22.2% | -14.2% |
| 30D | +1.4% | +22.4% | -20.9% | +1.5% |
| 3M | +3.4% | +2.5% | +0.9% | +3.5% |
| 6M | -2.1% | +12.2% | -14.3% | -2.1% |
| YTD | +4.7% | -12.8% | +17.5% | +5.3% |
| 1Y | +10.6% | -19.2% | +29.7% | +11.4% |
| 3Y | +24.6% | -35.6% | +60.1% | +23.4% |
| All | +74.2% | -31.3% | +105.6% | +55.9% |
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 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