+71.8%
CB vs CPB
-36.0%
+107.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +0.2% | +8.0% | -7.7% | -1.1% |
| 30D | +9.1% | +22.4% | -13.3% | +5.3% |
| 3M | +3.4% | +2.5% | +0.9% | +2.5% |
| 6M | +14.1% | +12.2% | +1.9% | +11.3% |
| YTD | +18.0% | -12.8% | +30.8% | +19.9% |
| 1Y | +30.1% | -19.2% | +49.3% | +34.0% |
| 3Y | +71.8% | -35.6% | +107.3% | +92.4% |
| All | +71.8% | -36.0% | +107.8% | +92.4% |
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 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