+71.6%
CB vs CPB
-35.0%
+106.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | -1.5% | +3.3% | -4.8% | -2.1% |
| 30D | +6.5% | +19.0% | -12.5% | +3.3% |
| 3M | +4.1% | +0.4% | +3.6% | +3.6% |
| 6M | +14.4% | +13.0% | +1.4% | +11.5% |
| YTD | +17.5% | -12.7% | +30.2% | +19.3% |
| 1Y | +27.5% | -20.9% | +48.4% | +31.9% |
| 3Y | +71.6% | -35.4% | +107.0% | +91.8% |
| All | +71.6% | -35.0% | +106.6% | +91.8% |
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 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