-24.2%
AR vs CPB
-19.3%
-4.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.4% |
| 7D | +2.5% | -8.6% | +11.1% | +3.2% |
| 30D | +14.8% | -7.2% | +22.0% | +15.4% |
| 3M | +6.2% | +0.9% | +5.3% | +5.9% |
| 6M | +4.3% | -11.8% | +16.1% | +5.1% |
| YTD | +14.4% | -19.4% | +33.8% | +16.3% |
| 1Y | +21.3% | -30.4% | +51.7% | +25.1% |
| 3Y | +39.8% | -40.2% | +80.0% | +44.5% |
| 5Y | +142.1% | -39.5% | +181.6% | +148.1% |
| 10Y | +52.0% | -47.4% | +99.4% | +60.3% |
| All | -24.2% | -19.3% | -4.9% | -27.1% |
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