+911.5%
BE vs CPB
-28.3%
+939.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.4% | +10.7% | +6.3% |
| 7D | +20.0% | -8.6% | +28.6% | +17.2% |
| 30D | +7.9% | -7.2% | +15.2% | +6.0% |
| 3M | -13.2% | +0.9% | -14.1% | -11.9% |
| 6M | +53.5% | -11.8% | +65.3% | +52.6% |
| YTD | +191.0% | -19.4% | +210.4% | +186.1% |
| 1Y | +360.5% | -30.4% | +390.9% | +345.0% |
| 3Y | +1,568.0% | -40.2% | +1,608.2% | +1,478.8% |
| 5Y | +1,055.2% | -39.5% | +1,094.7% | +988.4% |
| All | +911.5% | -28.3% | +939.7% | +864.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling