-29.9%
COMP vs CPB
-39.5%
+9.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.7% |
| 7D | +1.4% | -8.6% | +10.0% | +1.7% |
| 30D | -13.3% | -7.2% | -6.1% | -13.1% |
| 3M | +41.1% | +0.9% | +40.2% | +40.9% |
| 6M | +17.2% | -11.8% | +29.0% | +17.1% |
| YTD | +5.2% | -19.4% | +24.6% | +5.2% |
| 1Y | +18.9% | -30.4% | +49.3% | +19.0% |
| 3Y | +215.9% | -40.2% | +256.1% | +217.4% |
| All | -29.9% | -39.5% | +9.6% | -31.0% |
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