+42.7%
CI vs CPB
-38.1%
+80.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | -1.1% | -8.0% | +6.9% | +0.8% |
| 30D | +0.5% | -2.4% | +2.9% | +0.9% |
| 3M | -5.2% | +0.5% | -5.7% | -5.8% |
| 6M | +4.3% | -10.5% | +14.8% | +6.7% |
| YTD | +2.8% | -17.5% | +20.3% | +7.3% |
| 1Y | -5.8% | -31.0% | +25.2% | +3.5% |
| 3Y | +4.7% | -40.6% | +45.4% | +18.4% |
| 5Y | +42.7% | -37.7% | +80.4% | +55.9% |
| All | +42.7% | -38.1% | +80.8% | +55.9% |
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