-3.8%
AS vs CPB
-25.8%
+22.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -3.6% | -5.8% | +2.2% | -3.3% |
| 30D | +3.4% | +16.5% | -13.1% | +3.1% |
| 3M | -8.6% | -1.1% | -7.5% | -8.5% |
| 6M | -10.0% | +11.5% | -21.5% | -10.4% |
| YTD | -19.2% | -15.7% | -3.4% | -19.3% |
| 1Y | -3.8% | -24.7% | +20.9% | -7.7% |
| All | -3.8% | -25.8% | +22.0% | -7.7% |
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