+97.4%
AR vs CPB
-33.2%
+130.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | +0.1% |
| 7D | +7.4% | -1.6% | +8.9% | +7.4% |
| 30D | +5.8% | +19.2% | -13.5% | +5.8% |
| 3M | +5.2% | -0.9% | +6.2% | +5.3% |
| 6M | +5.4% | +15.2% | -9.8% | +5.3% |
| YTD | +12.4% | -13.1% | +25.5% | +13.0% |
| 1Y | +12.8% | -22.4% | +35.2% | +13.8% |
| 3Y | +47.2% | -35.3% | +82.5% | +45.7% |
| All | +97.4% | -33.2% | +130.6% | +77.0% |
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