-9.9%
AS vs CPB
+17.0%
-26.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | +7.1% | +11.6% | -4.5% | +6.7% |
| 30D | +12.8% | +23.3% | -10.5% | +12.6% |
| 3M | -14.7% | +1.6% | -16.4% | -14.7% |
| 6M | -9.9% | +13.9% | -23.9% | -9.4% |
| All | -9.9% | +17.0% | -26.9% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling