+602.8%
AU vs CPB
-1.4%
+604.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -1.8% |
| 7D | -7.2% | -1.6% | -5.6% | -7.1% |
| 30D | -2.9% | +19.2% | -22.1% | -4.5% |
| 3M | -8.7% | -0.9% | -7.7% | -8.7% |
| 6M | -14.1% | +15.2% | -29.4% | -15.6% |
| YTD | +4.8% | -13.1% | +17.9% | +5.7% |
| 1Y | +11.9% | -22.4% | +34.3% | +14.1% |
| 3Y | +513.8% | -35.3% | +549.1% | +533.0% |
| 5Y | +379.3% | -33.0% | +412.2% | +389.8% |
| 10Y | +837.1% | -39.2% | +876.2% | +864.6% |
| All | +602.8% | -1.4% | +604.3% | +642.7% |
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 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