+216.1%
C vs CPB
-36.1%
+252.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -0.4% | +2.9% | -3.2% | -0.3% |
| 30D | -5.2% | +17.6% | -22.8% | -4.8% |
| 3M | -9.1% | +2.0% | -11.1% | -9.0% |
| 6M | -1.6% | +11.6% | -13.2% | -1.6% |
| YTD | +6.9% | -13.8% | +20.7% | +7.6% |
| 1Y | +23.0% | -21.6% | +44.5% | +24.6% |
| 3Y | +216.1% | -35.8% | +252.0% | +219.4% |
| All | +216.1% | -36.1% | +252.2% | +219.4% |
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