+387.2%
BE vs CPB
-31.3%
+418.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +2.7% |
| 7D | -14.7% | +8.0% | -22.7% | -10.3% |
| 30D | -40.5% | +22.4% | -62.9% | -32.2% |
| 3M | -24.3% | +2.5% | -26.9% | -21.3% |
| 6M | -39.3% | +12.2% | -51.5% | -32.2% |
| YTD | +99.4% | -12.8% | +112.2% | +102.8% |
| 1Y | +26.6% | -19.2% | +45.7% | +25.6% |
| 3Y | +1,616.9% | -35.6% | +1,652.5% | +1,487.1% |
| All | +387.2% | -31.3% | +418.5% | +416.8% |
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