+5,967.0%
CF vs CPB
+35.6%
+5,931.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.4% |
| 7D | +6.0% | -8.6% | +14.6% | +8.2% |
| 30D | +14.8% | -7.2% | +22.1% | +16.7% |
| 3M | +14.1% | +0.9% | +13.2% | +13.1% |
| 6M | +28.5% | -11.8% | +40.3% | +31.1% |
| YTD | +74.9% | -19.4% | +94.4% | +82.2% |
| 1Y | +61.7% | -30.4% | +92.1% | +74.7% |
| 3Y | +80.3% | -40.2% | +120.5% | +99.1% |
| 5Y | +226.0% | -39.5% | +265.5% | +251.4% |
| 10Y | +569.9% | -47.4% | +617.2% | +616.9% |
| All | +5,967.0% | +35.6% | +5,931.3% | +3,660.3% |
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