+11.8%
CG vs CPB
-39.5%
+51.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.5% |
| 7D | -4.3% | -8.6% | +4.3% | -4.1% |
| 30D | -5.1% | -7.2% | +2.2% | -4.9% |
| 3M | +8.7% | +0.9% | +7.8% | +8.7% |
| 6M | -9.2% | -11.8% | +2.6% | -9.0% |
| YTD | -18.9% | -19.4% | +0.5% | -18.5% |
| 1Y | -25.6% | -30.4% | +4.7% | -24.9% |
| 3Y | +57.3% | -40.2% | +97.4% | +57.9% |
| All | +11.8% | -39.5% | +51.3% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling