+6,646.7%
CB vs CPB
+167.7%
+6,479.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.0% |
| 7D | +0.5% | -8.6% | +9.1% | +2.9% |
| 30D | -3.1% | -7.2% | +4.1% | -1.3% |
| 3M | +9.0% | +0.9% | +8.1% | +8.2% |
| 6M | +2.9% | -11.8% | +14.7% | +5.6% |
| YTD | +10.1% | -19.4% | +29.5% | +15.6% |
| 1Y | +22.8% | -30.4% | +53.2% | +33.9% |
| 3Y | +73.8% | -40.2% | +113.9% | +95.2% |
| 5Y | +99.2% | -39.5% | +138.7% | +120.7% |
| 10Y | +218.2% | -47.4% | +265.6% | +251.0% |
| All | +6,646.7% | +167.7% | +6,479.0% | +4,734.9% |
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