+1.4%
CI vs CPB
-36.0%
+37.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | -1.6% | +8.0% | -9.5% | -3.0% |
| 30D | +5.4% | +22.4% | -17.0% | +1.5% |
| 3M | +7.3% | +2.5% | +4.7% | +6.2% |
| 6M | +5.3% | +12.2% | -6.9% | +2.4% |
| YTD | +8.5% | -12.8% | +21.3% | +10.7% |
| 1Y | +17.1% | -19.2% | +36.3% | +21.6% |
| 3Y | +1.4% | -35.6% | +37.0% | +8.4% |
| All | +1.4% | -36.0% | +37.4% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling