+27.2%
B vs CPB
-19.1%
+46.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | +9.6% | +8.0% | +1.6% | +9.9% |
| 30D | +3.5% | +22.4% | -18.9% | +4.8% |
| 3M | -1.6% | +2.5% | -4.1% | -1.2% |
| 6M | -1.7% | +12.2% | -13.9% | -0.2% |
| YTD | -5.3% | -12.8% | +7.5% | -4.5% |
| 1Y | +27.2% | -19.2% | +46.4% | +26.5% |
| All | +27.2% | -19.1% | +46.3% | +26.5% |
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