+67.8%
B vs CPB
-32.6%
+100.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.3% |
| 7D | -1.6% | -8.6% | +7.0% | -2.0% |
| 30D | +9.4% | -7.2% | +16.7% | +9.0% |
| 3M | +5.0% | +0.9% | +4.1% | +5.5% |
| 6M | -3.5% | -11.8% | +8.3% | -3.1% |
| YTD | +4.5% | -19.4% | +23.9% | +5.2% |
| 1Y | +67.8% | -30.4% | +98.2% | +68.7% |
| All | +67.8% | -32.6% | +100.4% | +68.7% |
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