+7,463.6%
CI vs CPB
+325.7%
+7,137.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.3% |
| 7D | +1.3% | -8.6% | +9.9% | +3.8% |
| 30D | +4.4% | -7.2% | +11.7% | +6.5% |
| 3M | +0.7% | +0.9% | -0.2% | -0.2% |
| 6M | +0.3% | -11.8% | +12.2% | +3.0% |
| YTD | +3.8% | -19.4% | +23.2% | +9.1% |
| 1Y | -5.5% | -30.4% | +24.9% | +3.5% |
| 3Y | +8.1% | -40.2% | +48.3% | +22.0% |
| 5Y | +42.8% | -39.5% | +82.3% | +59.5% |
| 10Y | +143.9% | -47.4% | +191.3% | +172.7% |
| All | +7,463.6% | +325.7% | +7,137.9% | +4,000.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling