+51.2%
CI vs CPB
-33.2%
+84.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.5% |
| 7D | +1.2% | -1.6% | +2.7% | +1.5% |
| 30D | +2.6% | +19.2% | -16.7% | -1.8% |
| 3M | +7.4% | -0.9% | +8.4% | +7.2% |
| 6M | -0.1% | +15.2% | -15.3% | -4.3% |
| YTD | +9.7% | -13.1% | +22.8% | +12.7% |
| 1Y | +12.1% | -22.4% | +34.6% | +19.0% |
| 3Y | +7.0% | -35.3% | +42.3% | +17.6% |
| All | +51.2% | -33.2% | +84.5% | +62.7% |
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