+113.6%
C vs CPB
-33.9%
+147.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.6% |
| 7D | -0.4% | -4.1% | +3.7% | -0.3% |
| 30D | -5.3% | +16.9% | -22.3% | -5.6% |
| 3M | -8.0% | -0.6% | -7.5% | -8.0% |
| 6M | -0.3% | +11.4% | -11.6% | -0.8% |
| YTD | +8.6% | -14.8% | +23.5% | +9.5% |
| 1Y | +25.8% | -24.8% | +50.6% | +28.3% |
| 3Y | +221.2% | -36.6% | +257.8% | +230.2% |
| 5Y | +113.6% | -33.3% | +146.9% | +111.4% |
| All | +113.6% | -33.9% | +147.4% | +111.4% |
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 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