+998.2%
C vs CPB
+360.6%
+637.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -2.4% | +8.0% | -10.4% | -4.8% |
| 30D | -6.0% | +22.4% | -28.4% | -12.2% |
| 3M | -10.5% | +2.5% | -13.1% | -12.1% |
| 6M | -5.7% | +12.2% | -17.9% | -10.7% |
| YTD | +4.1% | -12.8% | +16.9% | +6.2% |
| 1Y | +20.5% | -19.2% | +39.7% | +25.7% |
| 3Y | +208.1% | -35.6% | +243.7% | +239.0% |
| 5Y | +110.4% | -31.4% | +141.9% | +121.1% |
| 10Y | +234.6% | -37.9% | +272.5% | +237.9% |
| All | +998.2% | +360.6% | +637.7% | +336.8% |
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