+216.0%
C vs CPB
-35.1%
+251.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | 0.0% |
| 7D | +4.2% | -1.6% | +5.7% | +4.1% |
| 30D | +2.0% | +19.2% | -17.2% | +2.4% |
| 3M | -10.1% | -1.0% | -9.2% | -10.0% |
| 6M | +1.0% | +15.2% | -14.2% | +1.0% |
| YTD | +8.5% | -13.1% | +21.6% | +9.1% |
| 1Y | +25.7% | -22.4% | +48.2% | +27.6% |
| 3Y | +216.0% | -35.3% | +251.3% | +219.3% |
| All | +216.0% | -35.1% | +251.1% | +219.3% |
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 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