+1,163.5%
C vs CPB
+325.7%
+837.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.8% |
| 7D | +3.6% | -8.6% | +12.2% | +6.5% |
| 30D | +0.1% | -7.2% | +7.3% | +2.2% |
| 3M | +2.4% | +0.9% | +1.5% | +1.1% |
| 6M | +24.9% | -11.8% | +36.7% | +28.3% |
| YTD | +19.8% | -19.4% | +39.2% | +26.0% |
| 1Y | +44.9% | -30.4% | +75.2% | +59.2% |
| 3Y | +263.0% | -40.2% | +303.1% | +310.3% |
| 5Y | +129.5% | -39.5% | +169.0% | +153.1% |
| 10Y | +291.6% | -47.4% | +339.0% | +323.1% |
| All | +1,163.5% | +325.7% | +837.8% | +418.3% |
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