+115.1%
B vs CPB
-33.6%
+148.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.5% |
| 7D | -2.7% | -4.1% | +1.4% | -2.4% |
| 30D | -4.3% | +16.9% | -21.3% | -5.2% |
| 3M | -2.3% | -0.6% | -1.7% | -2.2% |
| 6M | -16.2% | +11.4% | -27.6% | -17.0% |
| YTD | -8.8% | -14.8% | +6.0% | -7.5% |
| 1Y | +11.4% | -24.8% | +36.1% | +14.4% |
| 3Y | +174.3% | -36.6% | +210.9% | +183.9% |
| All | +115.1% | -33.6% | +148.7% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling