+17.1%
CI vs CPB
-20.9%
+38.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | +0.1% | +3.3% | -3.1% | -0.4% |
| 30D | +4.7% | +19.0% | -14.3% | +2.2% |
| 3M | +5.2% | +0.4% | +4.8% | +4.3% |
| 6M | +3.8% | +13.0% | -9.2% | +1.7% |
| YTD | +9.2% | -12.7% | +22.0% | +11.3% |
| All | +17.1% | -20.9% | +38.0% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling