+208.1%
C vs CPB
-36.0%
+244.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | -2.4% | +8.0% | -10.4% | -2.3% |
| 30D | -6.0% | +22.4% | -28.4% | -5.6% |
| 3M | -10.5% | +2.5% | -13.1% | -10.5% |
| 6M | -5.7% | +12.2% | -17.9% | -5.7% |
| YTD | +4.1% | -12.8% | +16.9% | +4.7% |
| 1Y | +20.5% | -19.2% | +39.7% | +21.8% |
| 3Y | +208.1% | -35.6% | +243.7% | +210.0% |
| All | +208.1% | -36.0% | +244.1% | +210.0% |
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