+6.8%
CI vs CPB
-40.0%
+46.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.7% |
| 7D | +1.3% | -8.6% | +9.9% | +2.8% |
| 30D | +4.4% | -7.2% | +11.7% | +5.7% |
| 3M | +0.7% | +0.9% | -0.2% | +0.1% |
| 6M | +0.3% | -11.8% | +12.2% | +2.4% |
| YTD | +3.8% | -19.4% | +23.2% | +7.9% |
| 1Y | -5.5% | -30.4% | +24.9% | +1.5% |
| All | +6.8% | -40.0% | +46.8% | +16.2% |
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