+4,981.1%
CF vs CPB
+47.6%
+4,933.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.9% | -10.3% | -5.8% |
| 7D | -6.9% | +13.0% | -19.8% | -9.6% |
| 30D | -3.7% | +20.5% | -24.3% | -8.2% |
| 3M | -5.0% | +2.2% | -7.2% | -5.9% |
| 6M | -10.5% | +15.4% | -25.8% | -14.4% |
| YTD | +46.5% | -12.3% | +58.8% | +49.2% |
| 1Y | +34.8% | -18.0% | +52.8% | +39.6% |
| 3Y | +46.7% | -35.7% | +82.3% | +59.0% |
| 5Y | +112.0% | -31.4% | +143.4% | +120.6% |
| 10Y | +529.7% | -37.6% | +567.3% | +528.3% |
| All | +4,981.1% | +47.6% | +4,933.5% | +2,978.8% |
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