+138.0%
B vs CPB
-31.3%
+169.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | +9.6% | +8.0% | +1.6% | +9.1% |
| 30D | +3.5% | +22.4% | -18.9% | +2.2% |
| 3M | -1.6% | +2.5% | -4.1% | -1.7% |
| 6M | -1.7% | +12.2% | -13.9% | -2.6% |
| YTD | -5.3% | -12.8% | +7.5% | -4.1% |
| 1Y | +27.2% | -19.2% | +46.4% | +29.7% |
| 3Y | +166.1% | -35.6% | +201.7% | +175.3% |
| All | +138.0% | -31.3% | +169.3% | +145.5% |
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 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