+96.9%
AU vs CPB
-32.6%
+129.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -2.4% |
| 7D | -3.6% | -8.6% | +5.0% | -3.8% |
| 30D | +23.9% | -7.2% | +31.1% | +23.5% |
| 3M | +19.1% | +0.9% | +18.2% | +19.4% |
| 6M | -0.2% | -11.8% | +11.7% | +0.5% |
| YTD | +32.5% | -19.4% | +51.9% | +33.9% |
| 1Y | +96.9% | -30.4% | +127.3% | +97.3% |
| All | +96.9% | -32.6% | +129.6% | +97.3% |
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