+157.6%
B vs CPB
-39.5%
+197.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.0% |
| 7D | -1.6% | -8.6% | +7.0% | -1.1% |
| 30D | +9.4% | -7.2% | +16.7% | +9.9% |
| 3M | +5.0% | +0.9% | +4.1% | +4.8% |
| 6M | -3.5% | -11.8% | +8.3% | -2.7% |
| YTD | +4.5% | -19.4% | +23.9% | +6.2% |
| 1Y | +67.8% | -30.4% | +98.2% | +72.7% |
| 3Y | +196.7% | -40.2% | +236.8% | +207.4% |
| All | +157.6% | -39.5% | +197.1% | +170.5% |
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