+134.9%
AS vs CPB
-40.9%
+175.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | +6.9% | +8.0% | -1.1% | +6.4% |
| 30D | +16.0% | +22.4% | -6.4% | +14.7% |
| 3M | -12.8% | +2.5% | -15.4% | -13.0% |
| 6M | -15.4% | +12.2% | -27.6% | -16.1% |
| YTD | -15.7% | -12.8% | -2.9% | -15.1% |
| 1Y | +6.1% | -19.2% | +25.2% | +7.1% |
| All | +134.9% | -40.9% | +175.7% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling