+1,580.2%
BE vs CPB
-40.7%
+1,620.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.4% | +10.7% | +4.9% |
| 7D | +20.0% | -8.6% | +28.6% | +13.3% |
| 30D | +7.9% | -7.2% | +15.2% | +3.2% |
| 3M | -13.2% | +0.9% | -14.1% | -10.0% |
| 6M | +53.5% | -11.8% | +65.3% | +49.6% |
| YTD | +191.0% | -19.4% | +210.4% | +174.5% |
| 1Y | +360.5% | -30.4% | +390.9% | +311.8% |
| All | +1,580.2% | -40.7% | +1,620.9% | +1,269.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling