+992.7%
C vs CPB
+366.5%
+626.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.8% | -5.3% |
| 7D | -5.3% | +11.6% | -16.9% | -8.6% |
| 30D | -7.3% | +23.3% | -30.6% | -13.6% |
| 3M | -13.5% | +1.6% | -15.1% | -14.7% |
| 6M | -6.5% | +13.9% | -20.4% | -11.8% |
| YTD | +3.6% | -11.7% | +15.3% | +5.2% |
| 1Y | +18.9% | -18.2% | +37.1% | +23.6% |
| 3Y | +205.0% | -35.2% | +240.1% | +235.1% |
| 5Y | +109.4% | -30.5% | +139.9% | +119.1% |
| 10Y | +232.9% | -37.1% | +270.1% | +234.8% |
| All | +992.7% | +366.5% | +626.2% | +332.9% |
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